Do PIs contact other references which are not listed on CV? Normally, we have to include contact details of three referees for PhD/Postdoc position application. So let’s say we apply for an opening postdoc and include three PhD supervisors as reference. Is there any case that PI (of the Postdoc position) will contact the not listed one (e.g. Msc supervisors) for reference? 
PS: let’s say the Msc supervisor is famous and included in CV but not as reference.
The fundamental problem with your question is that there is a very, very wide range of PIs. Has one of them, at one time, stepped out of the confines of the reference letter system and asked about someone?

Of course.

I know because I've been asked. And considered asking people.

For a competitive application process, I generally try not to. I don't think it's fair to the applicants who I don't happen to have personal contacts with some people in their own network. If the "extra" recommendation is good, that person has had more opportunities to impress me. If it's bad, they've lost the opportunity to curate their references the way everyone else got to.