My old Motorola Backflip, for one. Apparently AT&T removed the "unknown sources" setting from their phones prior to 2011[1]. I think my girlfriend's Samsung Exhilarate from a year or two ago is locked out of installing apps from unknown sources, but I should make sure before I go talking out of my ass again.
[1] http://www.sleetherz.com/2011/05/att-users-now-you-can-insta...