There is exactly 7 such games. Ranging from 2014 to 2016
https://lichess.org/0ouSssGU
https://lichess.org/wBhVZYgI
https://lichess.org/g2HCpy8B
https://lichess.org/gI2EuG6T
https://lichess.org/w2WvLGHQ
https://lichess.org/XDQeUk6j
https://lichess.org/G7KuUEum
All illegal moves were castling moves.

It might be worth to document this because people using the files may not notice at first.