Do companies check if you're actually employed somewhere before they hire you?

For experienced resources, mostly they do not check, until you join them But, a few companies do check, only after completing the recruitment cycle and before releasing your employment offer. As long as what you stated in the resume and their forms, tallies with the reality, it should not cause any problem. Otherwise, it may involve additional reviews/discussions. Most employees apply to another job when they continue to be gainfully employed elsewhere and hence the context of your question is not clear.