This is evidenced in history during the Olympics, where East Germany ran a state-sponsored program known as State Plan Research Theme , which as a program designed to circumvent the IOC testing procedures and have all of their Olympic athletes (both knowingly and unknowingly) utilizing anabolic steroids in an effort to undetectably gain an advantage over other competitors  . The East German government implemented this program and ran it for over 20 years, and involved the use of undetectable (at the time) anabolic steroids, due to their relatively new development and unknown status.
By understanding the detection times of steroids we greatly improve our odds in beating a steroid test but there are also other things to consider. Steroid testing has over the years become more comprehensive, but the manufactures of anabolic hormones seem to stay a step ahead of testing, and year after year new compounds and mixtures come out that allow the athlete to beat the test; again, recall BALCO from the early to mid-2000's. While these designer steroids continue to pop up, eventually steroid testing catches up too only to find a new designer steroid has taken its place. Then of course we have performance enhancing drugs of a non-steroidal nature that are undetectable to such testing; most notably Human Growth Hormone (HGH) a peptide hormone that is undetectable. More and more athletes are now supplementing with many of these undetectable performance enhancing drugs and beating the fight against them each and every day.