Nice but not Boring

First, I have a crowdsourcing question:
In modern books that are meant as parody/pastiche/homage of Victorian novels, they often do this thing where the chapter headings go along the lines of "Chapter One: In Which Our Heroine Receives Unexpected News." But was this ever actually done in Victorian novels? I've gone through my bookshelves and looked up several other authors on Project Gutenberg, and I haven't found anything like that. The closest I've found was the thing Jerome K. Jerome did (a...