They do. My Canon PowerShot G3 did this and I've had that since 2004. The way it works is this: the camera takes two photos of equal shutter speed length, except the second is done with the aperture completely closed. This gives you a noise profile on what should be a completely black screen equal to the noise generated during the real photo. The camera then automatically removes the noise from the first photo using the second. Of course, this means you have to wait for the camera to take and process the second shot, which could be up to several seconds long. This is naturally only done on low-light shots though, meaning things like dead pixels are still present on most photos.