Yes. But not to screw with the consumers of the product. It is done to ease the creation of the character(s), either because of limitations in production, but usually due to a divergent or vastly different media environment. Other times to create economic transformation in a character or series.
At first glance, I mentally answer this with a resounding no. No one would intentionally create canon and then violate it. What would be the point of making it in the first place? But once I give it thought, there are plenty of examples of creating canon or determining one type of media canon while others are not. Each industry has examples of canon transformation or refutation.
The most common canon abusers in media would be the Comic industry. Both DC and Marvel the largest two comic companies have multiple examples of changing their universe's canon to reflect different readerships, viewerships, or media distributions.
DC Universe:
DC Comics constantly reboot their universe. The DC Universe has been rebooted a number of times since the beginning of the Silver Age of Comics (1970s) with the most notable being:
The creations of Earth 1 and Earth 2 (and their multiple universe theory)
The Crisis on Infinite Earths (the destruction of their multiple universes)
Zero Hour (tidying up after destroying multiple timelines)
Infinite Crisis (finalizing their destruction of their multiple timelines)
Flashpoint (refracturing their universe for profitability)
New 52 universe (back to multiple Earths for telling different types of stories)
Each of these reboots at DC was designed to deal with issues of conflicting canon that may have either been accidentally violated by lack of editorial mandate or intentionally violated with an urge to make characters edgier or take stories in different directions. These canon conflicts eventually lead to characters moving far away from their origins or are written to make those characters more inline with the original vision of that character.
Superman is a great character who exemplifies canon that is altered for media delivery:
While the canon for his origins tended to have certain elements: alien, born on a doomed planet, father a scientist, lands on Earth in the 20th century, many writers have taken that base and expanded, expounded or even violated the canon, sometimes subtly and others with great abandon, so much so, the character can appear very different.
Superman from the end of Silver Age was one of the most powerful of the well known and popular comic characters to have ever existed in comic media. Moving planets, traveling through time without a time machine, extinguishing entire solar systems with a sneeze.
The very same character in the DC Animated Series, Justice League (30 years later) is far less robust, routinely taking tank rounds and reeling for seconds while other heroes occasionally rescue him.
His portrayals in The Adventures of Superman for television, the Adventures of Lois and Clark and Smallville, not to mention any of the movie appearances, of the Donner Superman, the Return of Superman or the Man of Steel movies, subtly alters the canon based on writer, editor and production company requirements.
Each of these media present a different canon, not normally to frustrate the viewer, but to give guidelines to the presentation of that character in that medium, in relationship to the expectations of writers, editors and directors for consistent portrayal of that character. This can mean a character's portrayal, powers, backstory, allies, and storylines may vary widely from medium to medium.
Marvel Universe
- Marvel has multiple Earths and designate them with different numbers to indicate the canon expectations have been changed, thus making for an entirely different world where heroes we know can behave in wildly different fashions. If those heroes become popular, that entire spun off universe may exist as an entire separate product line.
Some of the most popular alternative universes have had their characters, or storylines folded into the main canon Marvel Universe, if those sub-universes are lost, destroyed or no longer being published for economic purposes.
Marvel Earth-616 is the mainstream and canon Marvel Universe. Every other universe defaults to this one for the canonicity of any events, superhero or ideas that are propagated elsewhere.
Ultimate Marvel Universe - Marvel Earth-1610 - is the home of a more modern and better integrated Marvel Universe where characters share a common origin, overall meta-theme and more regulated and controlled editorial model. This was one of the longest running and most successful experiments in deviation from the canon Marvel Universe.
The Age of Apocalypse and soon to be completed in movies, Days of Future Past were other successful spin-off universes that had both fan followings and affected the mainstream universe in a permanent fashion.
The Marvel Cinematic Universe: Earth-199999 - is the most economically profitable translation/transformation of canon in Marvel Comics history. The underlying universe has been rewritten and modernized moving story elements temporally (Stark creating his Armor in the Middle East rather than Vietnam) and integrating them more closely as in the Ultimates Universe.
Science Fiction (Movies and Television)
This transformation of canon can vary in television shows and movies where for example, different writers, creation companies, or producers alter canon to suit their preferences:
STAR WARS movies are considered canon, and television shows (such as The Clone Wars), are only slightly below in their canonicity. Many books are considered canon, but not all of them. Books fall below both Television and Film canon levels, and are on the same level of games. For more information, see here and here.
STAR TREK television series shows are considered canon, but none of the books or the animated stories published are. Movies are considered canon but fans vary in the canonicity claiming things created after the death of Roddenberry to have less canon.
Doctor Who's producers deny there being any canon at all. So anything written, produced for radio or television has the same level of canon or none at all.
Futurama sometimes changes its canon from episode to episode. But considering it a form of comedy television where no matter what happens during the show, it almost always resets to something like normal by the end.
JK Rowlings books are considered canon while the multi-million dollar movies are not. Rowlings forum responses are considered canon because they come from her, where many people hold information found in wikis to be suspect.
The struggle to maintain canon has proven to be something fans are more concerned with than the producers of media, who establish rules for ease of creation of media, not for maintaining consistency for consistencies sake. We have all found examples of broken canon within a show which is forgotten or retconned out of existence when discovered.
For a time, Marvel offered the ideal solution to the canon problem and their fan base. when a mistake was made in a comic, Marvel offered the famed NO-PRIZE to anyone who could explain away the error in a reasonable, yet Marvelous way. This was a great method of getting interaction and feedback from their fans as well as acknowledging they could make mistakes in their production.