Yes, in late 19c England quite a few tried the Hermetic Order of the Golden Dawn, a magical order created by Aleister Crowley. Arthur Machen also attended some sessions, I suppose enticed by his friend A. E. Waite, who studied magic seriously. Yeats had a famous spat with Crowley and later channeled his interest in magic into his poetry and his own system, explained in A Vision (1925).
But lots of artists pursued occult venues. Theosophy was pretty popular and it's been argued that Kandinsky's and Hilma af Klint's abstract painting developed from their theosophic teachings. It's curious that ever since magic fell into disrepute in the 18c, there's been a steady continuum of artists involved or at least piqued by it. From Blake to Mozart to Baudelaire, interest in magic has been one of the secret forces directing the arts for the past 200 years.