We've had US fighters visiting an Air National Guard base at a nearby county airport ask Air Traffic Control for 10,000 feet "over the runway" on departure. Since this punches through an outer ring of the "upside-down wedding cake" of controlled airspace for the international airport in the next county, the answer is sometimes yes, sometimes no.
I have not seen a vertical departure in person, but it was described to me by someone who had.
Someone said "Making good decisions comes from experience, experience comes from bad decisions." I say there are three kinds of people: those who learn from their mistakes, those who learn from the mistakes of others, and those who never learn.