They are always unswitched, with the exception of some houses where a wall switch controls a receptacle on the other side of the room (for lamps).
There's no room for a switch on the receptacle, and North America has used the same plug arrangement since the 1910s (a ground prong was added later, but an ungrounded lamp from 1915 is still compatible with modern receptacles). Changing it now is not likely to happen. It is possible to buy a combination unit with a receptacle and a switch on a single yolk and wire it up so that the switch controls the receptacle, but I've never seen it done.
There's no room for a switch on the receptacle, and North America has used the same plug arrangement since the 1910s (a ground prong was added later, but an ungrounded lamp from 1915 is still compatible with modern receptacles). Changing it now is not likely to happen. It is possible to buy a combination unit with a receptacle and a switch on a single yolk and wire it up so that the switch controls the receptacle, but I've never seen it done.