Thread: Thank you for having me.

I heard this phrase: Thank you for having me in some American TV shows. I have noticed that it is sometimes used when a guest is thanking the host. So it seems to mean something like Thanks for inviting me, right?
My question is: Does this expression sound OK in contexts otherwise than a TV show. Is it used in other situations?

Thanks for inviting me (as your guest) can be translated as Спасибо что пригласили
Thank you for having me (as your guest) can be translated as Спасибо что разрешили мне быть вашим гостем

But I'm not native English speaker and could be wrong here

Is it used in other situations?
well the verb have is translated as иметь and has the same all meanings, including dirty one

Yes you are right,
It's what peope say if they have stayed over with somebody, spent a few days in their house, for example. You usually add something about how nice their house is, or what good food they served, or something like that.
You can also say it if you've only been at somebody's house for dinner.
It's usually in response to a comment from the host:

Host: Well it was so nice that you were able to come. We've wanted to have you over for months, you know! Thank you!
Guest: Not at all! Thank you so much for having me! What a fantastic dinner!