In Northern Kentucky the word "please" is used like the word "what" (as in, "what did you say?"). I've been told that this is a peculiarity of just N. Kentucky. Example:

Mr. Foo: Did you ::garble:: the ::garble:: last night?
Mr. Bar: Please?
Mr. Foo: Did you catch the game last night?

I never actually use the word "please" like this, but I often interpret it that way. I worked for Staples' Delivery Service taking orders over the phone for awhile. An example conversational problem:

Me: Would you like some Staples' copy paper with that?
Customer:: Please.
Me: Would you like some Staples' copy paper with...
Customer (frustrated) Yes!!

I imagine there can also be other problems with this. If someone says, "I'm gonna ::garble:: you so bad you'll be in traction for a month", it's probably better to say, "huh?", "what?" or just run. It would definitely be bad to say "Please?"