If you define this as "character dropped into alien setting", then it's not something that happens in every story, true. But if you define it broadly -- "character in new, unfamiliar surroundings/circumstances" -- then practically every story has one. It's usually a character that (a) gets stuff explained to them, in lieu of the reader, and/or (b) sets the plot in motion by shaking up/exploring the existing environment. Some examples of the broadly-defined "Fish Out of Water" from my recent reading:
* A Study in Scarlet: Dr Watson (unfamiliar with detective work)
* Master and Commander : Stephen Maturin (unfamiliar with the seafaring life)
* Emma : Frank Churchhill (new to the neighborhood)
* The Demon's Lexicon : Mae and Jamie (unfamiliar with magic)
* The Stepsister Scheme : Danielle (unfamiliar with fairy and the whole princess-as-secret-agent business until introduced to the other princesses)
* Blameless : Alexia (travelling in France and Italy, unfamiliar settings to her)
* The Lies of Locke Lamora: Locke (introduced to the Gentlemen Bastards and their lifestyle in the extended flashbacks)
* The Hundred Thousand Kingdoms : narrator (unfamilar with palace setting)
Honestly, it's hard to think of a series without a Fish. Sometimes sequels don't really have one -- everyone is used to the setting by then, including the reader who acclimatized in the earlier books. Soulless, interestingly, despite being the first book, doesn't really seem to have a fish as a major character. I could argue for Alexia and supernatural culture, I suppose, but she's not really immersed in the unfamiliar here; she's got some prior experience with it, and she's dealing with familiar surroundings frequently as well. Anyway, I think it's possible to write a story with characters who all belong to their current environment, but my experience is that even with books set in contemporary, non-fantasy-or-sf settings, it's pretty rare.
It's still a motif, though -- not every character fits the type, even if nearly every story has a character who does.