Well, Jake's listed as Tanja's PhD student, so there's one example right there. If you google for a bit longer you'll find others who hold PhDs who don't have undergraduate degrees. It's definitely rare to be admitted this way and then not all these students end up successfully defending after admission, but the formal requirement for an undergraduate degree does not exist at some institutions, or can be waived with some uncommonly used paperwork at others.

Most people are surprised to find just how many things universities have a form to do. There's very few rules at a university you can't get waived with the right signatures on the right paperwork.

My own time in academia required a lot of paperwork...

Gregor Kiczales told me he had no bachelor's before his PhD. I expect this has been getting rarer over time.