In a lot of exercises, like the squat, there's a lot of external (or lateral) hip rotation going on. When training for flexibility, you see a lot of martial artists (mostly kickers) or dancers who really build this, to the point where it goes with feet all the way out. The plie squat has the knees bending while only going sideways, and not forward at all. A sumo squat is almost there but a bit more conservative.
One thing I found sort of odd is how come you don't see much training for internal (or medial) hip rotation? Traditionally it doesn't come up as being useful or anything but there's got to be some use for it. I see pictures of people (usually sitting down) with knees together and feet splayed out to the sides, and I wonder how much potential there is for something like that.
In stuff like squatting, people drive their hips out, but in stuff like kick-chambering, the idea is to internally rotate the raised leg to bring the foot up, so I think there should be extercises that train this too. I just can't think of any that could do it safely though.
For illustration, here's a pic of internal hip rotation with extended hips:
Internal rotation with flexed hip:
External rotation with extended hips:
External rotation with flexed hips:
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