I have seen a few contact sheets from great photographers & they are very interesting. Mostly they are in retrospective books. I have an issue of a photography magazine from about 5 years ago (think it was the UK B&W mag) that printed a few & said it was from an exhibition that some guy had organised of proof sheets. It showed the photo that had been chosen for printing at the time alongside the contact sheet it came from. I recall it had the well known shot by Marc Riboud of a guy painting part of the structure of the Eiffel tower. Very interesting to see the framing decisions he tried. I would love to see more of this stuff. Especially for killer shots - I want to see what came before & after. e.g. there is a great shot by Josef Koudelka of a guy in Spain setting off a fireworks rocket - backlit with the smoke from the rocket glowing & you can see the rocket just about to leave the top right of the frame. Plenty of other good stuff happening in that frame as well. I would like to see what Koudelka was seeing before & after that frame.

Some examples that I do know of
Revelations - the Diane Arbus book has a few proof sheets. The one of the boy with a hand grenade is interesting.
Fragments from the Real world - the Gary Winogrand book has a couple of proof sheets.