Yes. I have read about this on a number of vehicles. You really have to check with the owners manual on each vehicle. I think it is mainly with AWD and 4WD vehicles.
For example, my Jeep with Quadra-Drive II can be towed 4-down, but not on a dolly. The manual says "Front or rear wheel lifts should not be used. Internal damage to the transmission or transfer case will occur if a front or rear wheel lift is used when recreational towing".