Not that I'm aware of, and the case of Warren Harding explains why it has never been documented if it ever did occur.

So this starts with Harding's great-great-grandfather Amos; there was a long standing rumor was that maybe he was West Indian, or maybe his father's wife, or that a female grandparent was mulatto. It was so consistent that very late in his life he sat down with a young great granddaughter - who had gotten taunted by classmates that she wasn't white - to tell her that the rumor actually stemmed from a fight back in their ancestral home in Pennsylvania with a neighbor who had been stealing from them, and after getting caught the neighbor created and spread it in spiteful revenge.

Over the years this never quite died out, partially as a result of the Civil War era Hardings being prominent Republicans in their local community - and given Democrats of that era used race as a political weapon, the rumor escalated. As Harding became a publisher, a competitor almost published a full page 'expose' on it (one element of 'proof' was that his father was said to have a 'woolly' head) but thought better of it. Regardless, it was whispered to some extent in every election.

It broke into the open in the lead-up to the 1920 campaign with a "The Right of the American People to Know" committee publishing a family tree of the Hardings with several of them being claimed as "colored" - including his wife. There's never been a verified source for this; it could have been a fellow Republican trying to smear him before the convention, a Democrat planning in advance, or just someone looking for revenge. The last makes the most sense; there was a professor at Wooster College by the name of Estabrook Chancellor who spent a good deal of his time and money on white supremacy issues and who strongly disliked Harding.

The one thing we do know for sure? It wasn't Woodrow Wilson. He was made aware of the claim and in one of the handful of good decisions he made in 1920 told his main aide Tumulty:

"Even if that is so, it will never be used with my consent. We cannot go into a man's genealogy; we must base our campaigns on principles, not on back-stairs gossip. That is not only right but good politics. So I insist you kill any such proposal."

Chancellor kept up his attempts to target Harding, though, and got affidavits from Harding neighbors who all claimed he had "colored" ancestry. This time he got funding from somewhere - this time almost certainly from some Democratic operative - and attached his name to pamphlets that were widely distributed:

"Tens of thousands of pamphlets were being slipped under doors. Distributed on commuter trains running to Chicago, they caused fist fights. In the corridors of a New York hotel strangers handed out small pictures of the White House captioned "Uncle Tom's Cabin." The Post Office Department in San Francisco, by Wilson's order, confiscated a quarter of a million of such flyers. Notice of the whispering campaign crept into the papers, even into the all-the-news-that's-fit-to-print columns of The New York Times."

The thing was, though, that almost no one reported on what the whispering campaign was actually about, at least until the Dayton Journal published a piece that talked about the distribution of the "circulars declar(ing) Warren Harding has Negro blood in his veins" and concluded "Warren G. Harding has the blood of but one race in his veins—that of the white race—the pure inheritance of a fine line of ancestors, of good men and women. That is sufficient!"

While Harding was livid once this finally got in print (and even turned on his campaign manager, initially blaming him), only one national newspaper finally reported the details of what the pamphlets said; all others dutifully ignored the claims and merely reprinted the lily white family tree that the Journal had included in their repudiation. Precisely what confused voters who weren't aware of the pamphlets made of multiple newspapers printing a family tree during election coverage is a question I hope some grad student looks into some day.

Harding won in a landslide, of course, and Chancellor got fired and ended up publishing a Harding biography after being harassed by the Justice Department; it gets seized by the Bureau of Investigation, and he moves to Montreal. But for the short remainder of his life, Harding was extraordinarily sensitive to any such claims, and afterwards his family was still so angered by them so that when DNA testing nearly a century later finally confirmed that he was indeed the father of Nan Britton's daughter, another much anticipated result was the confirmation that he had no sub-Saharan ancestors and thus the claim was entirely false.

So this why it's likely there's no documentation of any other President; any such ancestry would have been a major political issue until very, very recently. It is also why one reason why the Shadow of Blooming Grove Harding biography that documents much of this was titled as such; it refers to the fallout from the claim.