Normally, we have to include contact details of three referees for PhD/Postdoc position application. So let’s say we apply for an opening postdoc and include three PhD supervisors as reference. Is there any case that PI (of the Postdoc position) will contact the not listed one (e.g. Msc supervisors) for reference? PS: let’s say the Msc supervisor is famous and included in CV but not as reference.
The fundamental problem with your question is that there is a very, very wide range of PIs. Has one of them, at one time, stepped out of the confines of the reference letter system and asked about someone?
I know because I've been asked. And considered asking people.
For a competitive application process, I generally try not to. I don't think it's fair to the applicants who I don't happen to have personal contacts with some people in their own network. If the "extra" recommendation is good, that person has had more opportunities to impress me. If it's bad, they've lost the opportunity to curate their references the way everyone else got to.
This may vary from place to place. In the Universities which I am familiar with, PIs usually rely on supportive administrative staff (e.g. secretaries) to receive the references and attach them to the application pack. The notion of famous is somewhat different for non-academics and I would not expect a secretary neither to recognise your famous MSc supervisor, nor to request an extra reference.
In my practice, we would only seek extra references if we suspect that the provided references are faked and/or the contact details of referees are spoofed.
We probably shouldn't since the application process should be confidential, but I have gotten numerous phone calls from friends asking about people and I have called friends about people. These phone calls typically have an unspoken rule that no one says exactly why the conversation is happening and that the conversation is private. That said, when your department is running a search and the person you are calling about is a likely applicant, it is kind of obvious, but you never know.
I would never have such a conversation over email or request a formal letter. During committee meetings discussing the applicant, might reveal some of what I was told but generally not who told me.