I noticed in my relatives backyard that two branches of the same tree were fused into one complete branch forming an arch between two main trunks. The branch is about six feet long and about 3 inches in diameter and there is no evidence of a splice. I wish I took a picture of it but I didn't.

Does this happen a lot or was it something done by a person years ago?

If we can force it to happen, it can happen naturally. I've seen more natural incidences of this phenomenon than man-influenced. Whether or not your find was natural is hard to say without a pic.