Does CUDA support recursion?

It does on NVIDIA hardware supporting compute capability 2.0 and CUDA 3.1:

New language features added to CUDA C
/ C++ include:

Support for function
pointers and recursion make it easier
to port many existing algorithms to
Fermi GPUs

http://developer.nvidia.com/object/cuda_3_1_downloads.html

Function pointers:
http://developer.download.nvidia.com/compute/cuda/sdk/website/CUDA_Advanced_Topics.html#FunctionPointers

Recursion:
I can’t find a code sample on NVIDIA’s website, but on the forum someone post this:

__device__ int fact(int f)
{
  if (f == 0)
    return 1;
  else
    return f * fact(f - 1);
}