Yes. Yes I have.
On several occasions in fact. It is actually not something I suggest doing, because pulling an all nighter is sometimes horrific the next day. I mean stupid horrific, where absolutely everything is funny.
If the question meant just all night, oh yeah. Been there, done that. I used to work graveyard shifts at CKOM in Saskatoon and at CJGX in Yorkton for a while as well. Yes, I worked in radio as an on air personality. Or, the more common term, a disc jockey. Man, how I hated that term, but it does essentially describe the position. That and I called each job in radio I worked at a gig.
The first all nighters I spent, however, where in The Pas, Manitoba (pronounced “The Paw” and not “Le Paw” as it is sometimes miscorrectly pronounced, the term is not from any French word as I learned). During those years, at the tender age of 19, I would do it on a whim. Mostly because there was nothing else to do. I’ve done it since then, here where I work now (which is not at a radio station) and let me tell you, I have paid for it in the long run. Do not pull all nighters. Just hell on the body and mind. After a while, your body just says “Screw you! I’m falling down now!”