Do you know any specific brand/models? That would be very useful
information, both here and generally. I wasn't aware of any with that
functionality built in, but would love to know which ones do.

a google of 'digital camera gps stamp' gives further information on
methods already described here, and the 'Ricoh 3.24-megapixel Caplio
Pro G3' is mentioned in the first hit.
I haven't researched further, as I'd lead myself astray. One point to
note is that the GPS stamp is that of the camera, not the object, so
there would still need to be a means of referencing the two.

Damian