* Our Sun: All the planets in our solar system revolve around our Sun, which is a star. So, in this sense, yes, all the planets in our solar system have a "sun".
* Other Stars: Every star is essentially a "sun" for the planets that orbit it. So, there are countless planets orbiting other stars in our galaxy and beyond, and each of those planets has a "sun" of its own.
So, the answer is yes, there are many planets that have a "sun" in the sense that they orbit a star. The only planets that don't have a "sun" are planets that are not orbiting any star, sometimes referred to as rogue planets.