I've actually heard of dresses having pockets. My sister's bridesmaid dresses had pockets. They made a fuss about it as they weren't used to having dresses with pockets.
I have a dress with pockets. I love the idea of pockets-on-a-dress, especially for something like a wedding. It's terribly convenient for someone like me, who just happens to hate purses in every form. Like, my lips dry a lot. Need to carry around lip balm or a lipstick? Put it in your pockets!