@denf221,
No. It hasn't happened to me personally.
But it seems pretty obvious that someone they were really looking to cast in the position, at first turned them down leading the auditioners to give you a callback. When that certain someone in turn came back and changed his or her mind on accepting the position, the audtioners withdrew your callback as it they had the person they already wanted for the position.
You can always ask them for verification on this. I don't think they have any obligations to answer anything about this decision though.