Yes, there are cases where one gene has become two. Or, at least, where multiple functions carried out by a single protein, the product of one gene, are carried out by distinct proteins, the products of different genes, in another species.
One case I have personally worked with is the bacterial SelB protein. It is essential for selenoprotein biosynthesis and has a dual function as an elongation factor and RNA binding protein. In eukaryotes, these functions are split between two proteins coded for by different genes. The Sec specific elongation factor EfSec and the RNA binding protein SBP2. See here [1] for more information.
Chimeric transcripts are also examples of this. One I happen to know of is the protein secp43 which in the mosquito A. gambiae is encoded by genomic sequences found on two different chromosomes [2]. Essentially, by two different genes.
The problem is that although we can easily find such cases of one protein's function being shared between multiple proteins in other species, or of one protein being coded for by multiple transcripts, it is hard to reconstruct the evolutionary history that gave rise to the current situation. So, whether the current situation has arisen because of alpha complementation or other causes is hard to know.
REFERENCES:
1) Lescure A, Fagegaltier D, Carbon P, Krol A., Protein factors mediating selenoprotein synthesis. Curr Protein Pept Sci. 2002 Feb;3(1):143-51.
2) Chapple CE, Guigó R., Relaxation of selective constraints causes independent selenoprotein extinction in insect genomes. PLoS One, 2008, 3(8):e2968.