Of course. They make games exclusively for one company/console, but are not part of that company. Or something like that. http://en.wikipedia.org/wiki/Second-party_developer
Nintendo: Retro (I don't think it's 1st party, but I may be wrong)
nosferatu
Retro started as 2nd party, but Nintendo completely absorbed them in 2001. A better example would be Rare to Nintendo from 1994 to 2002, or Silicon Knights from 2002 to 2005.
Another example for Sony is SquareSoft in 1997. They were contractually exclusive to Sony that year.
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