In 2005 90 people were prosecuted for illegal file sharing - and fined an average of �2000. And that was just the British Phonographic Industry claiming damages.
As legal download sites become more accessible and cheaper, the heavier the industry will clamp down on the illegal downloads.
In 2006 the High Court ordered 10 ISPs to give the identites of file swappers to the Federations Against Software Theft. This caused many P2P to close down and led to prosecutions.
Some people paid �6500 to keep out of court.
So yes, people have been prosecuted in the UK, and it continues.