TL;DR No.
Arduino development comes to mind as a current environment where there's no OS. Trust me, on one of these babies you don't have the space for an operating system.
Likewise, games for the Sega Genesis didn't have an OS provided by Sega to call on. You just crafted your game in 68K assembler, writing directly to the bare metal.
Or where I cut my teeth, doing embedded work on the Intel 8051. Again when all you have is a 2716 eprom with a 2k * 8 footprint, you don't have the room for an operating system.
Of course, this assumes a very broad usage of the word application. As a rhetorical question, it's worth asking yourself if an Arduino sketch actually is an application.
