I actually did this a lot on classic Mac OS. Intentionally.
The reason was that you could put a carriage return as the first character of a file, and it would sort above everything else by name while otherwise being invisible. You just had to copy the carriage return from a text editor and then paste it into the rename field in the Finder.
Since OS X / macOS can still read classic Mac HFS+ volumes, you can indeed still have carriage returns in file names on modern Macs. I don’t think you can create them on modern macOS, though. At least not in the Finder or with common Terminal commands.
I actually did this a lot on classic Mac OS. Intentionally.
The reason was that you could put a carriage return as the first character of a file, and it would sort above everything else by name while otherwise being invisible. You just had to copy the carriage return from a text editor and then paste it into the rename field in the Finder.
Since OS X / macOS can still read classic Mac HFS+ volumes, you can indeed still have carriage returns in file names on modern Macs. I don’t think you can create them on modern macOS, though. At least not in the Finder or with common Terminal commands.