Yes. There have actually been 19 perfect games. The most recent was this season, Dallas Braden (Oakland A's) against the Tampa Bay Rays.
...sorry, couldn't resist being a smartass :P In terms of videogames, there is no such thing as an objectively perfect game IMO. However games can be "perfect" to individual people though, as Metroid Prime and Zelda: Ocarina of Time are perfect games to me.