We do! Though I rarely see them and it took forever for me spot them. It's funny, because I know they like open fields and grasslands and marshes and such, so I've been to those areas and never seen a one. Swallows? You bet (though they're constantly flying and impossible to get pictures of). Mourning doves? All over the place. Hawks and vultures and two or three different types of sparrows. All sorts of other birds. Multiple trips to multiple locations where I'd expect to see Red Wing Blackbirds and never saw a one.
Then one day, I went to a local reservoir because I figured if I was hoping to see some egrets or herons, that'd be my best bet. I'm looking out across the water, just kind of taking in the view, when I heard that rattelly-whistelly-elongated-one note call of theirs and turn around and see in the tree right behind me, about ten feet away and fifteen feet off the ground, a male Red Wing. I think I got only one or two pictures of it before it flew off. So I turn back around to watch the waters again when I spotted a brown bird hopping about a bunch of rocks. Greyish brown with stark stripes. I had no idea what it was, so I took a few good pics and when I got home that night I uploaded them to iNaturalist, and found to my surprise, that it was a Red Winged Black Bird. I never would have guessed.
In short, you go hunting for something often enough, you come up short. The minute you stop looking for it though, it shows right up, a double surprise. That was a fun day.