Sure. I know madscientist has played through all the leaders - you can access the write-ups to his games here: http://forums.civfanatics.com/showthread.php?t=255397
There is also the much more detailed All Leader Challenge series, which is presently about half-finished: http://forums.civfanatics.com/showthread.php?t=216961
I'm sure there are other people who have played through all (or most) of the leaders too.![]()
Everyone who has completed the Quattromaster or Elite Quattromaster has played as every civilization and won. Very likely many of them have played all of the leaders as well.