Yeah, some of the higher power ones are. I'm not an expert on OT design but I think it's done to help overcome the bandwidth and other problems that result from the thicker wire a high power OT has to use.
The 36W SE OT I just sold was definitely interleaved. There looked to be waxed paper between 4 or 5 layers of the windings, too, but you'd need to ask someone what that's for. I just use the buggers, don't design 'em