Some derivatives can do just that e.g. the Philips 89c51Rx2 will even output a reset signal on the reset pin on a hardware watchdog timeout (easy to achieve - endless loop). Some derivatives including the above have a sfr bit that can be used to see if it was a warm or cold boot. Long ago I did make a system where I replicated the SFR reste values (see data sheet) on a call to a warmboot routine, it was not that difficult.

Erik