Every lens I have ever bought had front and back caps with it.

If you go to the manufacturer's website for the particular lens you are looking to buy, there is usually a "What's in the box" link, or a section in the specifications that lists the new-in-box package contents. Some manufacturers don't seem to list that information on their sites (for instance, I can't seem to find that information at Sigma's site), but reputable retailers usually list that information as well. For instance, B&H Photo/Video has a "What's in the box" section; Adorama lists the package contents, including front/rear caps, in the specs section for most of their products (at least for the several lenses I searched for).

Addendum (This is beyond the scope of the original question, but it is notable): An interesting distinction arose in the comments, that some kit bundles (such as the Sony a6000 w/ 16-50mm lens) don't come with a body cap or rear lens cap. My Nikon D800E w/ 28-300mm lens did come with both body cap and rear lens cap (and of course, front lens cap). According to the B&H "What's in the box" for the current Nikon D810 w/ 24-120mm lens kit lists a body cap but no rear cap (but then again, it doesn't list front lens cap, which I'm sure it comes with).

When it comes to body + lens kits, it's a mixed bag whether body cap and/or rear lens cap is included.