I HAVE heard of this, but not often. From what I've heard in the past, it's not very effective, and health-wise, has not had much testing (Possibly bad for the health of your snake).
AND, they don't give them out unless they have mites. So they may be gone now, but at one time or another, that ball python must have had mites...which, coupled with the fact it's on craigslist, and they gave them shots instead of other tested and more well-known treatments makes me doubt the seller as a good caretaker.
Back to the original, yes, shot are available, but not known to be safe (could be though) and heard not great at actually getting rid of mites.