Possible, but exceedingly rare. For a theme to provide a top-level script, it would be referenced with a URL like mysite.com/wp-content/themes/mytheme/scriptname.php, which would be ugly, brittle, and contrary to the clean-URL style that WordPress promotes. It is nearly universal that WordPress's code responds to a request first, and then dispatches to the appropriate files in a theme depending on the type of request.