Very good expression. It means something like: he's been known to do all kinds of <different> things, and it is often used in a negative tone, as in describing someone with a long history of questionnable behaviour, or even a long criminal record. That, I would say, is the main usage.
On the other hand, it could be used among friends, as in
Ты не знаешь, он когда-нубудь прыгал с парашютом?
Не исключено, за ним и не такое водилось...
I wouldn't be surprised, he's been known to do even stranger things (my rough translation).
On the other hand:
Как ты думаешь, он курит марихуану?
Сомневаюсь, во всяком случае в армии за ним такого не водилось.
...at least in the army he wasn't known to..