Not uncommon, but it's not as straightforward as it first seems.
You need some fairly beefy wiring to the winch, and a current source that will supply enough to run it. In general, this means a fused cable run back to the tow vehicle's battery (though I suppose you could add a battery to the trailer, as well, and wire that up to charge from the tow vehilcle.)
Trailer parts, if used often, are subjected to a lot of salt spray, salt air, and the occasional dunking/splashing, as well as rain water, rinse-down water, etc. Make sure the winch you get is seriously waterproofed.
Dutton-Lainson and Powerwinch seem to be the more popular over here.
Also advisable to get a winch with a manual backup in case power fails or the winch quits working.