I'm certain folks have tried on Antarctica (we've had constant human presence there for decades).
However, we still failed even under a much more controlled and hospitable environment - Biosphere 2.
Biosphere 2[1] failed because of our lack of understanding of our own ecosystems on earth. A minute imbalance led to the entire ecosystem failing.
The issue with Mars isn't getting there (or back) - government's have been doing this for more than a decade.
The issue with Mars is getting people there, alive... and keeping them alive for the duration of the mission, and then returning them home alive.
We're only now starting to explore the effects of microgravity on the human body - and having not figured out how to mitigate some serious issues (such as your eyes losing shape, causing you to go blind[2]), we're not going to be able to seriously consider long duration space travel, let alone inhabit another planet.
[1] https://en.wikipedia.org/wiki/Biosphere_2
[2] http://www.space.com/25392-manned-mars-mission-astronaut-vis...