Yes, quite a few. I've never used any, but the I have used the Xenu Link Sleuth for extensively for over a year as a link checker and it claims to have a site map generation feature. I have heard from others that it works well, there are other such programs as well. Xenu has the one most sought after feature though: it's freeware.
http://home.snafu.de/tilman/xenulink.html
It does use server resources heavily for link checking, probably will for site map generation too. It would be best to use a local copy of your site if you use shared servers or if your server resources are maxed out.
Andi