I've never heard of a small brewery doing this before, but Lagunitas, one of my favorite beer makers, is starting a brewery in Chicago in addition to their California location.
But other breweries are doing similar things. Sierra Nevada and New Belgium are opening places halfway across the country. This is exciting. This means the "smaller" breweries in the country can start to compete with the macrobrewers. I realize these microbrews are hardly micro at this point, but it's a start.