Yeah mate, some have and some haven't.
Average process for me, is to buy in annealed carbon steel billet, cut the basic shape out, then grind the blade profile, drill out the handle, tidy it up, into the forge to harden, into the furnace oven to temper, clean it up again then start thinking about the handle, sheath etc.
I love it, I get to work with all different metals, timber, antler and leather, just found it something I could never get bored with. Plus you don't really need all the expensive gear to make a decent blade, although it comes together a bit quicker but then again it's not about speed.