Yes. My wife was given medication not FDA approved by her doctor. She had to order it from a pharmacy in Canada, but it was all legit. The (US) doctor wrote her a script and filled out some sort of paperwork for the government, as I understand it.

And no, her doctor isn't some quack who regularly prescribes unapproved medicine. Apparently this particular drug is approved in Canada and Europe, but the company that makes it is small enough that they haven't yet decided to apply for FDA approval because of the cost. (Or at least, that's what I've been told.)