Yes it does happen in real cars. We buy a new car every three years. In all cases, now going back nearly 40 yrs, the car gives better mpg after 3 or 4 thousand miles than it does new.
Back in my early days of new car buying the car came with a warning to avoid exceeding a certain speed, holding constant revs, or operating at low revs with full throttle. We call this running in which is, to me, a better idea than breaking in which implies damage. These days car engines are made to closer tolerances and most manufacturers don't specify much, maybe they'll say avoid full throttle operation or exceeding 70mph, which in the UK is the Motorway speed limit and in theory at least should never be exceeded anyway! My wife's latest car, a 1.0 litre Toyota Aygo, bought in late December had no advice at all! What we are noticing, with 1300 miles on the clock so far, is that each petrol fill indicates a slight improvement in mpg.