One example of this happening: Perlman's proof of the Poincare conjecture was posted on the arXiv first (http://arxiv.org/abs/math/0211159). In fact, I don't think it was ever formally published.
"A maths genius who won fame last week for apparently spurning a million-dollar prize is living with his mother in a humble flat in St Petersburg, co-existing on her £30-a-month pension, because he has been unemployed since December."
http://www.telegraph.co.uk/news/1526782/Worlds-top-maths-gen...
Sensibly, that rule was changed.