The newest one does. They've been including it for so long now that it shouldn't be too hard to find one.
I pick up action replays for the gamecube every now and then. So gamestop/eb games might still have some. I think I have 4 of them now, though. I am thinking about opening up the mem card it comes with to see about connecting up a usb cable or something to it. Guess if I could figure out how to connect to it so I can read it, might be cool. guess if you have trouble finding any, you might be able to talk me into selling you one. (unopened, of course)