This happens in high energy collisions like you get in Colliders such as a CERN or when things like cosmic rays hit things.
When particles collide it's not that you get out the constituents like two cars colliding and you'd get 2 engines, 8 wheels and a load of twisted metal.
What happens is that the energy is converted into matter more energy - more exotic heavier particles.
A bit like colliding two mini's really hard and getting out a Ferrari gearbox, and a Porche engine
In the early days of sub atomic research it seemed that every time they fired up the machinery and banged things together they'd get new particles.
I can't remember who it was (Might have been Fermi) came in one day to hear about a new Pion or Kaon and he said "oh no not another one"
It was Murray Gell-Mann who finally came up with the "standard model" which showed the underlying pattern, a bit like a sub-atomic periodic table.
Genius piece of work