Application install after OS deployment - reality or myth?

Application install after OS deployment - reality or myth?

The Loch Ness Monster...Big Foot....Applications that install after OS deployment....

People claim they have seen the first two - has anyone seen the third one? I haven't yet. I have followed the instructions that claim that if I upload the .exe/.msi files to "Customize > Add applicatons" and the appropriate switches they'd install but alas, no install. 

And are there log files for these attempted installs? At least Big Foot chasers get footprints.