YES they do. There is a very useful and practical study done by Dr. Zachary Smith (Harvard) that managed to classify their orgasms:
1. Asthmatic: Ahh...ahhh....ahhh...
2. Geographical: There, there, there!
3. Mathematic: More, more, more!
4. Religious: Oh my God!
5. Suicidal : I am dying, I am dying!
6. Homicidal: If you stop now I will kill you!
7. Zootechnical: Come to me my lion!
8. Cheer Leader: Go, go, go!
9. Spanish Teacher: Si, si, dios mío!
10. Driving Instructor: Don't stop!, ...continue!...don't stop!, go on!...
11. Negative: No...no...no...
12. Positive: Yes, yes, yes!!!
13. Manners Educator: Yes, that's it...very well...fine... perfect...
14. Misinformed: What is this?...What are you doing to me?...
15. System Analist: OK, we have achieved our goal.
16. Foreseer: I can see it coming...it's almost there...I can see it...
17. Faker: Oh, fantastic!...now let's watch TV
18. Confused: Oh yes...oh no....oh God...
19. Baseball Fan: It's going, It's going....goooooone!
20. The Prophet: It's coming, it's coming!.....