Except for those engines that don't use oil. (Think toy airplanes.) And oil coolers are also found in some water-cooled engines. My old bike (2000 Honda VFR800) used both water and oil-filled radiators.
Toy airplanes do use oil, it's just mixed in with the fuel.
Many water-cooled cars do have an oil cooler, but it's not the primary means of cooling the engine. In those cases it's more about keeping the oil at a constant temperature.
Oil cooled cars have sump capacities 2x water cooled cars.