There may be some, yes. Some will probably want a video interview, though, as well - so download Skype.
Also, if you have the skills, a big company may be willing to fly you to where they are, for an interview. This may come after a few rounds of phone/video screens; and if it does come, it's only going to be after a few rounds of phone/video screens.
When I wanted to try living and working in another country, I put my resume online, and planned a weeklong trip to that country. I was able to let the companies know that I already had a trip planned, and that I would be in-country X to Y dates and available for in-person interviews. (This, of course, is a lot easier to do if you actually have the money to pay for the trip.) I was then able to write off significant portions the trip as a jobsearching expense, since I had in-person interviews nearly every day I was there.
There is not a list of companies that "will" or "will not" do phone or video interviews, just as there is no list of companies that will extend an offer solely based on phone/video interviews. Apply to any companies that look interesting to you, and if you get an email or a call asking if you'd be willing to do an interview, THEN explain to them that you live in another country, that you can travel to their location for an in-person interview but only if they pick up the expenses, but you'd be quite happy to do as many phone and/or video interviews as they'd like, before they decide to bring you for an on-site interview.