Your boss does your work and you sit pretty

Sometimes the work at office would be urgent and we may reach the office in time but the boss is very particular and want the work to be completed as it has cascading effect on other works and therefore comes to the office before hand and finish our pending work. In that case will that be a surprise element for you, or do you feel ashamed for being lethargic for not completing the work last evening itself. But some employees take it sportively and even take pride that their work has been done by the boss. Have you ever came across such work moments?