The classic image is of Saint Anthony of Padua holding the Child Jesus who is standing upon the Gospels. In the middle of the night, Saint Anthony's host saw a light coming from the doorway and walked in on the apparition and quickly retreated. When questioning Saint Anthony the next day he conceded it was Our Lord in the form of the Divine child.
"Regarding the celebrated apparition of the Infant Jesus to our saint, French writers maintain it took place in the province of Limousin at the Castle of Chateauneuf-la-Forêt, between Limoges and Eymoutiers, whereas the Italian hagiographers fix the place at Camposanpiero, near Padua. The existing documents, however, do not decide the question. We have more certainty regarding the apparition of St. Francis to St. Anthony at the Provincial Chapter of Arles, whilst the latter was preaching about the mysteries of the Cross."
Apparitions of Saint Joseph and the infant Jesus have happened to other saints.
The Infant of Prague is another case, in which the statue of the Child Jesus came to life and instructed one of the devout.
Christ appeared as a naked beggar to Saint Martin of Tours, a Roman soldier, who cut his cloak in half and gave the beggar, Our Lord, the half he had paid for out of his wages - the other half was paid for, and hence belonged to, the Roman army.
"Touched by grace at an early age, he was from the first attracted towards Christianity, which had been in favour in the camps since the conversion of Emperor Constantine. His regiment was soon sent to Amiens in Gaul, and this town became the scene of the celebrated legend of the cloak. At the gates of the city, one very cold day, Martin met a shivering and half-naked beggar. Moved with compassion, he divided his coat into two parts and gave one to the poor man. The part kept by himself became the famous relic preserved in the oratory of the Frankish kings under the name of "St. Martin's cloak". Martin, who was still only a catechumen, soon received baptism, and was a little later finally freed from military service at Worms on the Rhine."
History is replete with other examples.
unsubstantiated examples