Happens in European football all the time. A no-fan match is a common punishment for incidences of violence involving rivalries, racist chants, etc. Punishes the fans, and the team indirectly, but doesn't affect the standings. It has never happened in Major League Baseball. I believe the lowest recorded attendance at an MLB game is around 250, in late 1945. It was a Giants game, I think, so I'd hazard a guess that there was a parade for returning soldiers or similar at the same time.
I watched the whole thing as an Orioles fan. It was fantastic. The players really had a good time with it. Caleb Joseph faked signing autographs and did a Cal Ripken impression, Crush threw foul balls into the crowd, Adam Jones yelling "ah black bastard!" knowing the mics would pick it up. Our play by play guy, Gary Thorne, was really great with it too. He did a golf commentator's voice for one part, which ended up being a Jones double and it was hilarious. Hawk Harrelson was complaining at the beginning of the game that he could hear Gary through the walls, and soon after Crush hit a home run and you can hear him on the Sox broadcast. Somebody noted that you could actually hear his call echoing through the whole stadium.
Really fun and unique.
That was especially a rarity. Since OPACY opened in '92, homers have hit Eutaw Street only 79 times. He might get a plaque to commemorate that one, especially given the unique circumstances of the game. Other fun fact: only once has the warehouse been hit, by Griffey in the HR derby in '93.