There are a few ways to answer this question. First, there are business-to-business transactions and then there are business-to-consumer transactions.
Many bakeries will do business-to-business deliveries. This would include a bakery dropping off pastries and bread to a store to resell, or to a hotel that doesn't bake their own goods. This is very common.
For business-to-consumer, most bakeries will still do it, but only on larger types of orders. An example of this is a wedding cake or a large order of pastries and bread for parties or something of that variety. Most business-to-consumer transactions are large orders that are akin to business-to-business orders.
If your question really meant just any order like if I wanted to buy a single croissant, then no, I don't know of any bakeries that are willing to do that.
If you were wondering if the bakeries themselves physically handle the delivery, or do they let another company do the delivery for them. For that, the answer is: it depends. I've seen numerous vans that belonged to individual bakeries doing the deliveries, but I've also known a diner owner who received deliveries from a bakery who used a delivery service. So, there are a bunch of ways to handle it, and it would come down to your business' needs and costs.