It depends when you talk about sidechains what you mean, unfortunately it is not a defined concept and purely theoretical. I believe it to be a different blockchain that is linked with an initial blockchain. Have they done this? I have not yet seen this concept be released.
It is the major selling point of Lisk
Lisk Description: Develop and publish blockchain applications with your own sidechains on the open-source Lisk Platform.
~CfA~
It can be a major selling point but that does not mean the technology is realised and/or plausible. I have not seen a sidechain release in the wild at all. The only close thing is Omni which is a layer over the Bitcoin blockchain - this is the closest thing I believe.