I'm at a course where the entire front nine and the 10th and 18th holes are strewn across the same rolling sand dune, and every New Year's Day a gathering plays at least three holes in this style. The winner of each hole gets to determine which green will be the destination for the next hole, and they play every year rain, snow, sleet, or shine.
There is talk of beginning a more organized version of the same thing during the regular golf season, and I think it would be a blast. The shop staff certainly has discussed the best routes from one green to another more than a few times. I can't wait for the snow to melt so I can try a few of them while traffic is low.