They do, they are called “14500” (the name is the dimensions of the battery). Though it is important to remember that, despite looking exactly the same as a regular AA, they are 3.7V, so they’ll kill your regular 1.5V electronics if you put them in there. Not sure what they are actually used in, flashlights I assume, but they seem quite rare overall.
Only place I have seen them commonly used is solar powered garden lights, though in that case they are LiFePO4 3.2V, not Li-Ion 3.7V.