Generally it's best to avoid exchanges when behind in material. Yet here's a game in which White, while behind, forces Black to exchanges which lead to the latter's quick defeat.
Gosta Stoltz vs Friedrich Saemisch
Brandenburg Congress - Master Tournament (1932), Swinemuende GER, rd 5, Jun-22
King's Gambit: Accepted. Kieseritsky Gambit Rubinstein Variation (C39) 1-0