My current GYN doesn't do rectal or recto-vaginal exams, but all of my previous GYNs have done them at the end of the pelvic exam while still in stirrups. I had one done in the ER in the sims position (on my side) and one done for a pre-employment physical with my knees drawn up to my chest.
The most embarassing one I had, by far, was when a gastroenterologist I worked for offered to check me out when I was having some stomach problems. After an abdominal exam, she had me lower my pants and panties down to my knees and get into a sims position for a rectal, and after that, she said she was having a hard time seeing if I had any fissures and needed me to slide my pants off completely and bring my knees up to my chest so she could see my perineum. After THAT, she had me get up on all fours so she could insert a scope for a quick look.