I've done things that are similar. Remember that Crossfit is a brand - I've cross trained and done circuits and it's basically the same thing. Anyone with a bootcamp, circuit class or similar could be delivering something like Crossfit.
Like any form of impact training you need to watch out for injury, it can be hard on the joints and if you are the kind of person that pushes yourself hard then read up about rhabdomyolysis - a rare condition except it seems in people taking their training a but far (I mean really too far!).
None of this is meant to put you off. I'm doing some pretty odd training and events, I'm also no expert - I know just about enough to stay out of most trouble.