I got my first job by walking in. It was at a medical center, and I just asked the receptionist for the IT department. Got routed all over the med center. When I got to IT I found the telecom manager was way over worked and needed help, but had no time to search. So he interviewed and hired me on the spot. This was in 2007.
I wouldn’t do that today, you won’t get past security at most places. It does happen, though.