Yes, check this out 'High Confidence Predictions for Unrecognizable Images', by Nguyen, Yosinkski and Clune, http://arxiv.org/abs/1412.1897 . It's a paper that shows an image that the net is 99.99% sure is an electric guitar, but looks nothing like :-)
For the technically minded, the paper's authors propose that the reason is that the network is using a discriminative model, rather than a generative model. That means that the network learns a mathematical boundary that separates the images that it sees, in some kind of high-dimensional transformed space. It doesn't learn how to generate such new images, ie, you cant ask it 'draw me an electric guitar' :-) Maybe in a few years :-)
The authors don't compare the network too much with the human brain though, ie, are they saying that the human brain is using a generative model? Is that why the human brain doesn't see a white noise picture, and claim it's a horse?