I don't know if there was an offical protest or if the game went under review, but there was a famous game between the NY Yankees and the Kansas City Royals where, with NY leading in the top of the ninth, George Brett hit a HR to give his team the lead. However, NY manager Billy Martin pointed out to the umpires that the bat had too much pine tar coated on it, which was illegal at that time. The umpires agreed and ruled that George was out and the HR didn't count. Soon after however MLB said that they would count the HR because taking it away took away from the "integrity of the game". The final inning of the game was replayed but with the HR counting and Kansas City won. So I don't know if Kansas City protested, but a game was replayed due to a change of an on field call. Now I think of it, I'm pretty sure it was an offical protest, which would make the answer yes.
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