Yes. They've fought plenty. So often, in fact, that entire Top
1011 Fight lists exist for their battles.
Of the 11 sampled battles, The Hulk wins handily 7 of the 11 times. In the instances where there was no clear winner, the Hulk was usually winning for most of the battle. There was one draw, and only one time when the Thing clearly won.
- World War Hulk #2: Hulk
- Fantastic Four #12: None
- Fantastic Four #112: Hulk
- Fantastic Four # 166-167: None
- Marvel Fanfare # 21: Hulk (Edge)
- Fantastic Four #320: The Thing
- The Incredible Hulk #350: Hulk
- HULK/THING Hard Knocks #1-4: Hulk (Edge)
- Fantastic Four #534-535: Hulk
- Incredible Hulk Annual #18: Draw
- Fantastic Four #25: Hulk
The issue is that while The Thing is incredibly powerful, he has an upper-limit on his strength, while in Earth-616, at least, the Hulk has no known upper-limit. This best shown in World War Hulk where Hulk decimates everyone and everything in his path, including The Thing.