Apt-get, urpmi, Yum, up2date, portage etc etc...
that sort of thing?
for Linux, yes many.
For OS X you have Apple's software update application then you have free software stuff like Fink, Gentoo for OS X and stuff like that.
For windows, other then core system stuff, nope. Although you have add-ons were you can manually push down updates on clients, but I doubt that it works for most apps and does it automaticly.