A HighRankings Forum thread has one SEO saying he was asked by another SEO company to sell them a link, a text link. But the weird part is the SEO company specifically asked for the link to be nofollowed.
Typically when you get a request to buy a link, the person requesting specifically wants the link to be clean of nofollows but not in this case.
We have sold several nofollowed links on this site, based on request. Most of the time it has to do with testing Google and sometimes it has to with fear of being caught for buying links and even some people just don't want the link value.
But in most cases it is SEOs trying to test things.
I'd be careful when selling links and even if they do not want it to be followed, they might come back to you later and ask you to remove the nofollow. So be careful and make sure the deal is in writing and includes the nofollow portion of the deal.
That being said, Google says there is nothing wrong with selling links with nofollow - so enjoy.
Forum discussion at HighRankings Forum.