Yes! My oldest boy always sleeps under the covers by my leg. If I don't "let him in" by lifting up the covers he sits there staring at me, whining and putting a paw on me until I do. Kind of like a vampire in the film Let me in.
My other dogs also sleep in the bed, but they prefer to sleep by my feet or somewhere else. If it gets too warm for them or if I accidentally nudge them too much, they get annoyed and leave!
I've never understood people who have dogs but don't let them be on beds and couches or even make them sleep in the hallway. It's like, you got a dog for company right? It's a family member, why not let it sleep with you if it makes it happy? You're not going to get worms or anything from it, that's just silly. Trust me, you get a lot more crap into your body on a daily basis by everything else around you than your dog!