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Yes, here are two examples:
1) Natural conversion of energy to mass: Gamma rays of sufficient energy often convert into electron-positron pairs when they have a glancing collision with a heavy nucleus.
2) Man-made: Particle accelerators convert energy to mass.
For an article about these two events check this webpage:
http://musr.physics.ubc.ca/~jess/p200/emc2/node9.html
Hope this helps,
Have a great day!
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