There was one very famous game, Spielmann vs. Tartakower, where Black kept his king in the center instead of castling, moved it forward on the 15th move, and again on the 21st move to reinforce his other pieces. Note, however, that these moves were made in the middle game, and not the opening.
This game is actually unusual, because as another poster pointed out, it's not usually a good idea to move the king too far forward early in the game. That's because the king is a likely target, and a liability to his own pieces when there are many of them on the board. For instance, the other side can often attack a king and fellow pieces through forks and "skewers," and also pin pieces against a king.
The reason why Black's maneuver worked was because all the minor pieces (Bishops and Knights) had been exchanged, and both sides were "short handed" in the center and kingside. In effect, Black's king was an "extra" piece. It traveled with a protective screen of pawns, and Black secured the king further by offering White chances to exchange the heavy pieces. (White declined and lost important ground.)
But this kind of maneuver goes against the logic of most games. One test of this was that I had to go back almost 100 years to find a suitable game to answer your question And although Tartakower (Black) was an international grandmaster, he was considered a bit "unconventional."