I'll have to say yes, but it wasn't a question I think I asked myself all on my own. My dad was trying to get me "saved" at the ripe age of 4, being the Baptist that he was, and in trying to reason with me to get me to accept Christ, it was one of the many unanswerable questions he fielded me. He basically got me saved by causing me to doubt and to fear the unknown. I accepted Christ at 5, was baptized of my own accord at 9.
Me and my dad got in many rather one sided arguments, if I pressed the issue he exploded in a fit of rage and his word was law, what he said was true was true("Do what I say, not what I do", was a favorite quote of his) and I was nothing but a little kid who knew nothing, therefore he was always right
So, seeing that keeping my thoughts to myself was the easier course, that's what I did, while outwardly going with the general flow.
My parents did the whole Santa Claus and Tooth Fairy thing too. I just couldn't fathom them being real. And of course, being the night owl I am and the sneaky Indian I was, I saw them putting our presents under the tree and I was pretending to be asleep when my mom traded my tooth for money. So I "knew" that it wasn't Santa or the Fairy, but I played along for their sake. 