Yup, they are called webasto heaters (brand name), I've also heard them referred to as fuel burning heaters. They were available on some models from the factory in cold climates (my e290 has one) and also as aftermarket installs.

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2004 F150 4.6L -My Daily
2007 Volvo XC70 -Wife's Daily
1998 Ford F150 -Rear ended
1989 J-spec 420SEL -passed onto its new keeper
1982 BMW 733i -fixed and traded for the 420SEL
2003 Volvo V70 5 Speed -scrapped
1997 E290 Turbo Diesel Wagon -traded for above
1992 BMW 525i -traded in
1990 Silver 300TE -hated the M103
1985 Grey 380SE Diesel Conversion, 2.47 rear end, ABS -Sold, really should have kept this one
1979 Silver 300D "The Silver Slug" -Sold