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Yeah, there were three Murkrow that kept stealing shiny things, including Ash's badges (if I recall correctly). And they would sing, too (at least in the dub, never saw it in Japanese).
Plenty of times. Just check its PotW page: http://www.serebii.net/potw/198.shtml
(Note that the page is over two years old, and Murkrow's had more appearances since then)
[spoil]In the opening for the D/P saga, a Murkrow is in Shinji's lineup. Presumably that means Shinji catches a Murkrow. Either that or he got one traded to him for some magic beans.[/spoil]
Their was a group of Murkrow that attacked Ash and Co. at the Hoenn League, Those three mentioned earlier, and finally Shinji catches one in the new D/P episode
And don't forget about the murkrows in the third movie short "Pikachu and Pichu". I know I also saw them in "Trees a Crowd", which I watched last night.