I have heard on some occasions that programs for digital media, such as Adobe Photoshop, embed hidden watermarks in the pictures that make it possible to spot a pirated copy and trace it to the person using that copy. This point typically comes up in discussions "GIMP vs Photoshop" which begin by someone mentioning that GIMP is free, which gets the response that Photoshop could be pirated, which is then shot down by the "they're gonna catch you via the watermarks" answer. 

It seems plausible to me that this can be done at the technical level, but is it really used in the industry to find and persecute software pirates?