Not that I've ever seen?
The programme can be anything from a little pamphlet (usually cheap) to a big, glossy, booklet (usually expensive). Once, I went to a production of Chechov's "The Seagull", and the "programme" was actually a book - the translation of the script being used in the show, complete with actor bios and an introduction from the director. It was only £5 as well, (2007), which was pretty impressive!
I don't think I've ever seen a free one though, and you generally don't get anything handed out at a professional production. School plays or amateur (not-for-profit) works can be different.