I'll have to research this in depth to get a more certain answer, but it is likely that it has happened before - and it's probably happened in doubles or mixed doubles. The reason is, sometimes players enter both the singles and doubles draws at major tournaments, and singles generally pays out much better than doubles does in terms of prize money. So when things are going well for a player in singles and they make it deep into the singles draw (like QF/SF/F) players sometimes decide to withdraw from the doubles competition in order to focus and dedicate their time/energy to singles in order to (hopefully) improve their chances at further singles match wins.
Disclaimer: I run a fantasy tennis website (GoldenSlam.com) so I see match results and statistics pretty much on a daily basis. I'll run some queries against my database to see what I can come up with. Here is just a quick example that I pulled from recent memory where one section of the doubles draw had 2 walkovers in a row - not from the same team and it's not one of the 4 majors, but you can get an idea about what I was talking about above - Fognini withdrew from doubles because he made it deep into the singles draw (he made the final). And this came after he and his partner had just advanced in the previous round because of a walkover.