Yes, I've seen fakes that came with sketches.  
There was a particular fancel artist that was 
selling very good Last Unicorn fancels on ebay 
with sketches and production numbers that was 
making a lot of people nervous.  And I've seen 
plenty of fake dragonball sketches being sold 
without a fake cel, but they were pretty crappy 
and looked like they'd been colored in with a 
crayon after being shakily traced.

But lots of times people don't bother, but then 
again, lots of times studios aren't putting out 
cels with sketches.