There are a few rare exceptions to the rule that all cars have a thermostat. Some very old cars, such as those built in the early 1900s, did not have thermostats. Also, some modern cars, such as certain electric vehicles and hybrids, do not need thermostats because they do not have traditional internal combustion engines.
In general, however, the vast majority of cars on the road today have thermostats. If you're not sure whether your car has a thermostat, you can check your owner's manual or consult with a qualified mechanic.