Most of them... All of the major ones usually do, like deb or slack or mdk or FC2, etc... Not the silly ones like linspire perhaps...
But even so downloading the kernel source is not a big deal, esp if you download kernel.org kernels... And sometimes you want the very latest kernel, which the distros do not have.
For example you download 2.6.8 This is a 35meg download, sure, but once you have it you do not need to download the entire 2.6.9 kernel, rather you just download the 2.6.9 patch which may be only a few meg and apply that to the 2.6.8 kernel source you already have. PLus you can often get the kernel source on magazine CD cover which saves the big download, then you can just patch it to the latest kernel.
Patching is surprisngly easy if you have not tried, and it is extremely handy if you just need a small patch to fix some problem particular to your system or hardware that becomes available...
Remember that with some distros that a kernel from kernel.org can be 'better' and more reliable than the kernel that came with the distro... My mdk 10 comes to mind