yes they do. its a woolen cover that you pull up like pants (you can also get longies /pants too) and best if lanolised too (using somthing like lasinoh) if you have a knitter that you know or knit youself or even crochet there are heaps of free patterns about.
they have the added advantage that generally you dont need to wash them more than say 2 - 3 weeks ( i have been known to go lots longer especially in winter), just air them out between wears at night and when they are a bit whiffy if you use them during the day over many changes. and you can use them over an aio or fitted or pocket