I was a bit skeptical of burn in, my first pair of (ear)phones were the ER6s. Though I thought I could detect improvement over a long time, that could easily be explained by the psychological aspect.
Then I got my HP890s to have some full sized computer phones. Again, I thought I could detect some improvement... But what amazed me was the incredible difference between the CHA47 and the Meta42 with the HP890s, but barely any noticable difference with the ER6s. That wasn't burnin related.
And THEN, I got the W1000s. If you want proof of burnin, the W1000 is probably the best example. When I first got it, a dubious improvement over the ER6s in detail and clarity and all that... 315 dollars worth? No way. It was WAY too bright (honking), absolutely no bass, sounded stiff with very little midrange, and overall just not enjoyable or musical. I think I posted my initial impressions somewhere... I even let my suitemate give them a listen the day I got them with a few of his CDs. He did not approve, and he isn't even an audiophile.
A couple weeks later he listened to them again, he liked them very much and was even able to name the dramatic differences. I don't think I have to list them, just look for a review of it somewhere.