Yeah, there's loads in the UK. Martin Hawtree built a course in a Repton-designed park at Rudding House in Yorkshire in the nineties. There's an old nine holer inside Capability Brown's park at Stowe in Northamptonshire. I play at the new Heythrop Park course in Oxfordshire, a hugely historic estate because it's believed to be where the 'English style' of landscapes began to emerge at the start of the eighteenth century. Luton Hoo in Bedfordshire has its course partly in a grade 1 listed Brown park. David Kidd is supposed to be building a new course at Cherkley Court in Surrey, former home of Lord Beaverbrook, the newspaper tycoon and wartime government minister. Loch Lomond is an obvious example in Scotland, Taymouth Castle too. And most of the modern upmarket Irish parkland courses are in historic demesnes.
Golf isn't a bad solution for these parks IMO. Many of them are historic landscapes, though, and protected to a greater or lesser degree, so you have to accept that there are restrictions on what can be done in certain areas. At Heythrop, for example, Tom Mackenzie had to route the course while putting much of the original tree planting back in place, and no visible golfing features were allowed within site of the main house - so the eleventh hole, which plays down the south lawn, and the eighteenth, which is in the Grand Avenue, are both just what the land gave.