Yes, there is one, and possibly a second. The first is an 0-6-0 switcher that was BR&P #152, later to become B&O #1192. It currently resides in disassembled form in Belleview, OH, and has changed hands a few times, with each owner passing it off to another after finding out it isn't in operable condition, or not having enough money to move/reassemble it. The Salamanca Rail Museum in Salamanca, NY, is trying to raise money to move it to that location for reassembly, cosmetic restoration, and eventual display.
There may be a second ex-BR&P locomotive in existence (#39), though that is unconfirmed, due to its current residency in Cuba, and it is known to be in very poor condition, and may by now have been scrapped.
Details on these locomotives may be found in William Edson's classic reference, Steam Locomotives of the B&O, An All-Time Roster, available from the B&O RR Historical Society. Additional thanks go to those at the Yahoo! BR&P forum who provided assistance in getting you an answer.