It all depends on when and where. Holiday weekends - doubtful. You'd have to be lucky and score a cancellation as it happened. Not impossible, but you'll spend a good part of your day on the phone.
Sunday - Thursday, possible but once again it depends on where. I get a sense from the people in California that you need to reserve months in advance at any of the popular coastal parks.
I don't believe there's a blanket policy of holding sites open for walk-ups. I know some private parks that will do this, and they're almost always full on weekends.
