For sailing maybe not, but a vehicle can in fact be made that can go downwind faster than the wind https://youtu.be/yCsgoLc_fzI
Even more astonishingly are the remote controlled sail planes than not only exceed the speed of the wind, their performance is limited by the sound barrier. "Dynamic soaring" https://newatlas.com/aircraft/dynamic-soaring-speed-record-s...
From what I understand, faster-than-the-wind downwind sailing involves tacking between broad reaches, where the wind still comes in at an angle.