Has anyone done it? Can you do it? Any problems?

If you mean at hostels, then yes....it usually isn't a problem and I have done it before. But if you know which you're going to, it definitely doesn't hurt to check....

yeah, that does make sense. i guess i could contact them. thanx!!

It really depends on the hostel. If it's a big city then they are usually open 24 hours. If it's a smaller town they may close reception early.
If you know you are going to be arriving at night always check what time the reception closes. When you call to make a reservation they quite often ask your expected time of arrival. If your train is delayed or something else comes up and you will be late it's best to call so they don't sell your bed. If your pushing it trying to make the reception close time you can also tell them you're running late and they will wait around for you.

ev

Check with the hostel and let them know of your estimated check-in time. Most hostels won't have a problem as long as they know that you'll be late. If you just have a reservation and you havn't actually paid for the bed yet, many hostels will give your bed away after a certain hour unless you've made prior arangements with them.