Yes, there are several veterinarians who do house calls and will perform euthanasia appointments at home. Of course, there are some drawbacks such as the fact that they may not be available when you may need them the most because of their busy schedules, but if you plan in advance they should be able to accomodate. They may also charge extra fees, but it may be worthy, considering that, the pet is at home where most comfortable and doesn't have to endure the stress of a car ride and being taken to a place he or she may fear if the dog was never fond of going to the vet.
There are also companies that have on board veterinarians specializing in hospice care and provide end of life consultation. One example is a company known as "Lap of Love."