I know that ssRNA molecule can fold over itself (e.g. in t-RNA). Can DNA do the same? Is there any example of this in nature?
Why is this phenomenon more common in RNA than in DNA?
DNA can adopt secondary structures like RNA, the main difference is that DNA is usually present as double-stranded DNA while RNA is in most cases present as single-stranded RNA. Double-stranded DNA won't easily adopt any other conformation than the well-known double helix as this one is more stable than possible structures each single strand could adopt on its own.
One example that occurs in nature are G-Quadruplexes which for example occur in telomeres.
There are also artificially created DNA enzymes (also called DNAzymes or deoxyribozymes) that adopt tertiary structures like ribozymes do. But there are no known DNA enzymes that occur in nature as far as I know.