This question is sort of like asking if anyone would use a Real Estate Broker located in another state from where you are looking to buy a home.
Sure, you could, but at the end of it, the broker is just that - a BROKER, facilitating bringing together the purchaser and the seller of an asset.
Are you interested in purchasing strictly overseas based securities? Are you looking to divest from US Based companies and only invest in foreign companies, their equity shares and/or their debt?
If thats the case, most full service brokers in this country can help you do that, so you dont need to do business/set up an account with a brokerage firm based in Brussels or Zurich, for example.
If your concern is that a US based securities brokerage might go under, and you dont want your investments to follow, you dont have anything to worry about.
Unless your entire portfolio is made up of shares of Raymond James stock, held in an account at Raymond James as an example, the demise of a brokerage firm does not affect the securities held in an account at that firm.
Having said all that, if you want to move a sum to a foreign firm, like Barclays or a Swiss or German firm, look into any restrictions that might be placed on wiring funds to such a firm.
The direct answer to your question from my perspective is No, I haven't, primarily because I dont see the need.