This YouTube video
shows a player using U-turn, but the Poké Ball used when it goes back to its Trainer seems to be incorrect. Swellow is caught in a Poké Ball, but the U-turn animation shows it going back in a Master Ball. Latios—the Pokémon that was previously in the same slot as Swellow, but fainted—was caught in a Master Ball, however.
I have not tried this myself, but thought I should share it here since it didn't seem to be common knowledge. Also, it might be worth looking into the exact conditions to reproduce this, since the video seems have found the bug entirely accidentally.