Have hardware trojans been seen in the wild?
Perhaps this one about a Siberian pipeline, but I'm sure it fits in the "hardware trojan" you're asking for.
Edit:
Does hardware backdoors also fits your search? If so, some more few examples:
HP storage hardware with a backdoor
Cisco and other routers backdoors to allow judicial interception of data
FBI afraid of backdoors in counterfeit cisco products
virus inside a USB picture frame
some political discussion about having trojans in components manufactured "overseas"
And I was unable to find links to the information I gave below, so I'm leaving it as it is, but I can't remember the source or find it again.
Onde I read something about US selling a faulty DEC chip, which would give wrong math, to the Russians, using some canadian company. I'm unable to find any page about it, I'll keep searching.
In addition to the excellent answers given here, the following two articles may be relevant as well:
Old Trick Threatens the Newest Weapons. John Markoff, New York Times, October 26, 2009. (Discusses risks of hardware trojans. Quotes from a White House review which found that there had been several incidents of compromise of hardware, but provides no details. Discusses Crypto AG, a manufacturer of crypto gear, which introduced a backdoor into their crypto hardware at the request of the NSA. Mentions other cases.)
The Hunt for the Kill Switch. Sally Adee, IEEE Spectrum, May 2008. (Discusses the risk of hardware Trojans. Mentions speculation that Israel introduced backdoors into a Syrian radar site, which allowed them to bomb a Syrian military facility without being detected by the air defense radar.)
To learn more about the remarkable Crypto AG story, you can read at Wikipedia, the Baltimore Sun, reporter Wayne Madsen, and elsewhere.
Yes, the British and rest of the allies sold several copies of various German enigma machines after the war to developing countries for secure diplomatic cables knowing fore well they could break them (this one is well documented).
Also rumored is that the NSA clipper chip had certain abilities too but this one is only a rumor, though we know it has some major weaknesses (we can't be sure any of them are deliberate).