Varies from place to place.

In some countries, the PhD program is fixed at 3 years. You either graduate by then, or you're out (in reality, they give some option for you to pay to continue, but almost no one can afford it). I suspect in those places, people have done a 2 year MS.

In the UK I started a (3 year) PhD program without a Masters. It was not untypical.

A US thing again? My friends all did 3 year bachelors, 3 year PhD. Some dragged out the PhD to 4. Those who do a masters do it in one year, and typically don't do a PhD. Some undergrad courses are 4 year and you get a masters at the end. And my UK bachelors was recognized as equivalent to a US masters degree for visa purposes.