Is it possible for a white piece to deliver check to the black king, but for black's counter move to result in white getting checkmated?
Has this happened in games between top players?
You can find some examples in the following game collection: Games where check is answered with checkmate.
Among those games, Nigel Short vs Alexander Morozevich, Russia - The Rest of the World (2002) is the only one that meets the qualification top players. This was a rapid game.
The most entertaining example is the following:
[FEN ""] [Event "Philadelphia (m/7)"] [Site "Philadelphia (m/7)"] [Date "1945.??.??"] [Result "0-1"] [White "NN"] [Black "Winkelman"] [ECO "C29"] 1.e4 e5 2.Nc3 Nf6 3.f4 d5 4.fxe5 Nxe4 5.Qf3 Nc6 6.Bb5 Bc5 7.Nxe4 dxe4 8.Qxe4 O-O 9.Ne2 Re8 10.Bxc6 bxc6 11.Qxc6 Rxe5 12.Qxa8 Rxe2+ 13.Kd1 Bg4 14.Qxd8+ Re8# 0-1
Yes, it can happen.
[FEN "rk2K3/1q5r/8/8/4Q3/8/8/8 w - - 1 1"] 1.Qxb7+ Kxb7#
It probably won't happen in games between strong players because they'll resign when checkmate is inevitable.
Could there be another example here? http://www.futilitycloset.com/2010/06/09/intercepted/ or is it checkmate followed by checkmate?
[Event "?"] [Site "?"] [Date "????.??.??"] [Round "?"] [White "?"] [Black "?"] [Result "*"] [FEN "8/8/8/8/8/2k5/2q5/K1B5 w - - 0 1"] 1.Bb2+ Qxb2# *