Not really my experience, but I heard it at work...
The atco was vectoring for ILS. The ac was given the intercept heading with instructions to report established on the loc.
The ac went straight through and the pilot reported:
"We are going through the loc, but correcting"
Apparantly too much, he overshoots again.
Finally when established the atco asks: "What happened there?"
Pilot: "I'm sorry, I am a bit high on speed".