Not all MD/PhD programs.
The one most people refer to when talking about MD/PhD is the MSTP program funded the NIH. Your tuition and fees are paid for (not sure if you get a stipend as well) by the NIH. MSTP programs are available at around 30-40 med schools.
There are MD/PhD programs funded by the med school itself, programs where only the PhD years are funded, and programs that are unfunded.