In science and tech it happens a lot more frequently, but also I'd imagine depending on the country you'll seldom see PhDs without Masters, especially in the humanities.

I'm from Canada, and there are almost no humanities PhD programs that will even entertain your application without a Master's. I haven't looked into hard sciences; I know some years ago if you started your MSc they'd often let you just advance straight through to a PhD without actually completing your Masters, but I'm not sure how common that is anymore. Usually you had to have at least been accepted to an MSc program first to be able to do that though. And some of them are dual programs, so you're admitted to your PhD contingents upon doing a Master's first

At my grad school, I think every single PhD student has an MA/MSc, because it is a requirement for the program. The only exception I think is people who have worked for a very long time, they may make an exception there but I'm not sure.