Short answer: No.
Long answer: This sometimes comes up in the context of discussions of the "Preferred Roaming List", or PRL. Some cellular or PCS service providers have the ability to update the PRL over the air, usually by dialing a special phone number or by talking to a customer service representative.
But there is a massive difference between updating the PRL this way and updating the firmware itself. The PRL is only a couple of kilobytes long at worst. The actual operating firmware of the phone, on the other hand, can easily exceed a megabyte. Where the download time for a PRL is very short, even at 14 kilobaud (the data rate available on most CDMA networks now 5/1999), the download time for the operating firmware would be 15-20 minutes.
Worse, the phone would have to continue to operate while the new firmware was being downloaded. The air interface isn't trivial to maintain, so the phone would actually have to be running during this download. The only way this could be done is for the phone to contain enough flashROM (or whatever other medium contains the firmware) to hold two copies of the operating code instead of only one. This would significantly increase the component cost of the phone, because flashROM isn't cheap. It would also decrease the standby time of the phone, because it would increase the power draw on the battery.
Finally, it would massively increase the load on the phone system.
The expense of making a phone capable of being upgraded over the air is not worth the benefit. So it is unlikely that any phone model (for any communication protocol, not just for CDMA) will have this capability any time soon.