Yes, as of OS X 10.6, the Mac OS has had hidden malware protection built-in:
http://www.macworld.com/article/142457/2009/08/snowleopard_malware.html
It has since been quietly updated to recognize more threats.
http://antispamaward.com/pressoffice/news/articles/2010/06/mac-malware-update.html
There are no actual "viruses" (malware that can self-replicate) in the wild for OS X. There have been attempts at viruses, but they didn't function properly and the Mac OS has since been updated to be resistant to these potential threats. There are a few very rare Trojan Horses, some of which also don't work as intended.
Here is an excellent up to date Web site on the topic of Macintosh malware that folks might find illuminating:
http://www.reedcorner.net/thomas/guides/macvirus/
...and an associated Macintosh Malware Catalog
http://www.reedcorner.net/thomas/guides/macvirus/malware_catalog.shtml
OS X has been out now for about a decade. For all that time Windows apologists have been saying that there will be lots of viruses for OS X "any time now." After years went by, and that turned out not to be the case, Windows apologists then started saying that the Mac wasn't a big enough target to attract malware authors.
The thing is, apple sells about 15 million Macs a year, and there are about 90 million Macs in use by Apple's estimates. That doesn't sound like an insignificant number to me.
If Macs only have, for the sake of argument, 10% of the market, why isn't it that they don't have 10% of the millions of viruses that Windows does?
http://vil.nai.com/vil/default.aspx
Why not 1%, or even half of one percent? Why do Macs have zero percent of the viruses? It seems to me that it has to be because Macs are far more secure than Windows.
See:
Is Windows inherently more vulnerable to malware attacks than OS X?
http://weblog.infoworld.com/enterprisemac/archives/2006/08/is_windows_inhe.html
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