Jethro Tull did a cover of Bachs' Bourree which was pretty cool. Emerson, Lake, and Palmer covered a lot of classical songs.
For a reverse situation, Steve Howe from Yes wrote and recorded Mood For A Day on the Yes Fragile album, has become a staple peice for classical guitarists.

For classical covers gone rock, check out bands from the progressive rock era, and the shred guitarists of the 80s' & 90s'.