I just built a green with a bunker inside it, for the 2nd green at Tara Iti in New Zealand.
It was a fairly plain par-3 hole up at the high end of the property and really needed something to make it stand out. The original version had a bunker at the back of the green and I started to drag it into the green to separate the left and right sections, but was concerned that if you missed back left with the hole cut back right, it would be a long way to putt around the bunker. So we separated the bunker and connected green around the back, to give you a chance to putt to the hole.
It was only then that I started thinking about whether I could sell it to the client, and remembered that he is not only a member of Riviera, but that he owns that big house behind #6 green! So it was not a hard sell.
It is not a feature that will work well on very many courses. You try your best to contour the green so that players are unlikely to be totally stymied by the bunker, but inevitably some will ... so it's better to use it on a course with limited play, and one where you trust your guests not to take the "Billy Casper approach" when stymied.