Yes. The Windows Update site includes the Windows Catalog tool. From this site you can select the OS of your choice and search the entire catalog for all updates, patches, service packs that have been released to date.
Information on the procedure, along with helpful hints and tips can be found from the Microsoft Help Forum thread link below. Note - although the thread originated because of a question on the Windows 98 system, the procedures will apply for any OS.
How to Download & Save Updates