In The Last of Us Part 1, after you play through the whole thing, Ellies knife is stuck in the window sill. In part 2 I think there is a boat missing from the coast. But this is, as I said, just at the very end, not while you play through it.
It is definitely a cool and underused feature. If I ever made a game, I would want to change the starting screen up quite a bit, depending on where the player is at.