Yes, and bundles of them but be very wary. There are people who do search engine optimisation and people who talk about search engine optimisation. Those who talk may well have learnt some of the theory and bundled it into a course but might not have ever done it in practice.
Furthermore as SEO is constantly changing (because the search engines change their algorithms) it is questionable how up to date any course actually is.
It is a question of balancing the price with the knowledge you expect to gain and satisfying yourself beyond all doubt that the course provider has a proven track record in actually doing SEO. That means asking to see proof that they have taken websites to the top of Google, Yahoo and Bing.
Ultimately though you will find that what you pay to learn is actually on this site anyway in our guide: How to SEO your website
I'm Tim Hill, a Search Engine Optimisation and Online Marketing specialist. I created this site to help others understand that SEO is not a mysterious black art!.
If your a newbie try the Getting Started in SEO page, otherwise feel free to dig around and learn more.