There are two high profile examples of this both in the Senate. Both involved cases in which the candidate in question was unusually prominent.

Strom Thurmond won election to the Senate from South Carolina in 1954 after failing to receive the Democratic nomination. Thurmond was the popular former governor of South Carolina and a nationally prominent political figure given his outspoken segregationist views.

More recently, Lisa Murkowski won re-election to the Senate from Alaska in 2010. Murkowski was at that time the incumbent U.S. Senator from Alaska but she very narrowly lost the Republican primary to Tea Party candidate Joe Miller. Murkowski then mounted a write in campaign in a three way race against Miller and Democrat Scott McAdams and won a narrow plurality victory (but not a majority).

To my knowledge, there's never been a significant victory by a "dark horse" type write in candidate. Murkowski and Thurmond had both previously been elected to state wide office and had very high public profiles.