It's rare, but I have seen it happen!
Well, I've seen it happen twice.. Both times on British TV.
The first was on Peep Show (brilliant show) and has Mark mention something about cancelling a subscription out of shame "Like my subscription to White Dwarf".
The second was on Phone Shop (pretty meh show) and involves the guys becoming the laughing stock of the high street and has a line like "Even Games Workshop is laughing at us!"
This is the only times I've seen GW referenced on TV, and I don't think I've ever seen it in film.
How about you guys? Noticed any other references?