Its definitely been done... But I'm not sure about consistency.
The problem isn't the round making it there or equipment deficiencies. 338lm will make it there with no problem, most of the rounds are made to go through the transonic envelope without losing their stability.
The problem is environmental factors and loading ammo limits. Its hard enough reading wind and trying to make an decision with 2000 yards between you and the target. By 3000 yards, every 1mph that you misread is HUGE differences. So wind is a major effect.
The loading limits I am talking about is just the limit to how well you can reload to minimize the spread of muzzle velocities. You can only reasonably limit the spread to so much... This becomes huge at these types of distances.
For example.. a 300gr berger leaving at 2800 fps drops 6157 inches. The same bullet leaving at 2810 drops 6111. An extreme spread of 10fps, which is EXCELLENT will make you hit 4ft lower, and thats before even considering linear dispersion from the accuracy of your weapon(like if your weapon is a1/2 moa rifle). This is part of the reason why accuracy from a platform gets worse the farther out you go. Even though you would expect an moa at 100 yards to be moa at 1000, it is not that simple. There is more than just linear dispersion that is behind accuracy. At long ranges, you can see how much this can matter.