This article is from the Anime Music FAQ, by Ru Igarashi with numerous contributions by others.
Some do. The sites for the original anime CD companies tend to be in, well, Japanese, and as such I can't vouch for their usefulness:
King Records http://www.kingrecords.co.jp/
Lantis http://www.lantis.co.jp/
Pioneer LDC http://www.pldc.co.jp/
Pony Canyon http://www.ponycanyon.co.jp/
Starchild (division of King Records) http://www.starchild.co.jp/
Toshiba-EMI http://www.toshiba-emi.co.jp/
VAP http://www.vap.co.jp/
Victor (JVC) http://www.jvcmusic.co.jp/m-serve/index.html
In North America there is:
Animetrax (ADVision and Right Stuf International) http://www.animetrax.com
Soundtrax (TokyoPop) http://www.tokyopop.com/soundtrax
Geneon (Pioneer) Anime Music http://www.pioneeranimemusic.com/
 
Continue to: