It does, in fact, happen, and not just at the small programs. It is impossible to know how "common" it is, but i suppose some programs use it in an attempt to sway applicants who may be considering but not committed to their program. You shouldn't be too concerned if it doesn't happen, because the vast majority of candidates match without so much as a word being spoken to them by their matching institution, but if a program director at a well-respected academic institution is going to take the time out of his/her busy schedule to call you personally, I wouldn't dismiss it out of hand. I know personally of several people who have received these calls, it affected their rank lists, and they ended up matching to the program that contacted them.