The only story I've ever written in order is Suffer, and even at that, I wrote part of the end when I was about halfway through with the rest.

What Dreams May Come - I dreamed most of the middle section, but the last line was the very first thing I actually wrote.

Cocidian - I wrote the tag scene first, so beyond the end on that one. But that one pretty well started at the end and bounced back and forth until the two parts caught up with each other anyway. I did the same thing with one of my ER stories.

So yeah, I do it all the time. :)