Yes. One practical option mentioned is Magic Lantern, which adds a focus-stacking feature to some supported Canon DSLRs. It can automate stepping focus and capturing a sequence, which is much faster than changing focus manually.

Another answer points to light-field cameras such as Lytro. These work differently: instead of taking multiple shots at different focus settings, they capture light-field information that allows refocusing after the shot. That can address the “multiple focus planes” problem, but it is not the same as traditional multi-frame focus stacking.

So if you want classic focus stacking with rapid focus changes between frames, the directly relevant solution from the answers is a supported Canon DSLR running Magic Lantern. If your goal is simply to obtain different focus planes from one capture, a light-field camera is an alternative approach.