I don't know about history, but someone's done it against me. I wa playing a 1900 or something in blitz OTB (I'm 1600 in real life), so he was beating me with little difficulty. We reached this position, look at the comments on the game for the rest:
Pawn Promotion Question.

That is exactly the kind of example I was looking for, very interesting. I would have thought rook as well; however, I can see his basic plan after he gets the bishop.
I know a lot of players who have promoted to a rook in order to avoid stalemate.
I don't think I've ever promoted to a bishop before, although I have promoted to a knight.

I appreciate the responses, I really like that second one "sirdavid" That is an intersting example, although, as it has been said. I highly doubt I will findmyself in a situation that actually reqires that I underpromote, and I wonder if I would even catch an opponents chances at stalemate as acute as that particular example. Either way, I would like to see more, and any famous games between some interesting players where one or the other underpromoted to a rook or bishop.
When in the history of chess have players promoted a pawn to anyting other than a Knight or a Queen? I suppose it doesn't matter too much, but I was just curious.