There are, but with each new set and rules clarifications or changes many become obselete.
The latest greatest winner was this:
6x SS-Panzergrenadier
3x Grizzled Veteran
1x SS-Haupsturmffurher
1x BMW R-75
1x Wehrmacht Expert Sniper
1x Imperial Sergeant
2x Honour-Bound Heroes
IIRC, this army went on undefeated at the tournament.
However since then heroes have been restricted, so it’s no longer a valid army.
The original GenCon tournament only hade the Base Set was available:
1x Churchill Crocodile
1x M4A1 Sherman
2x 6-Pounder Antitank Gun
1x Vickers Machine-Gun Team
1x “Red Devil” Captain
1x M1 Garand Rifle
1x Bazooka
One of the earliest and most deadly armies was a fairly simple all uncommon ones:
4x M4A1 Sherman
2x Humber Scout Car
It could deal with most threats and was very mobile. With Set II Veteran M4s were often used.
Many Set II German armies only used infantry, particularily SS-HSF, SS-PG, PAK 40, Panzerfausts, and Wehrmacht Snipers, though they differed in amounts. BMWs were added with Set III, and Grizzled Veterans with Set IV. The German all-infantry army is still very powerful.
Set II also brought about another power army - the Parabomb:
1x Screaming Eagle Captain
9x Screaming Eagle Paratrooper
1x Humber Scout Car
Defence 5/5 infantry with hard charger were extremely difficult to overcome, and the Humber could secure the objective early on (that is if you didn’t simply drop PTs on it immediately). The Captain was usually kept off board so he couldn’t be eliminated, but still provide his +3 initiative modifier. He would be brought out if the SE’s needed the extra firepower (generally against SS-PG swarms, as in the German All-Infantry army).
Russian armies have also become more popular, using the Cossack Captain/KV-1 combo to greatly impaire the usefulness of enemy infantry:
KV-1
Cossack Captain
T-35/85
T-70 x2
Barbed Wire x4
However there are many variants on this theme (I find that one particularily lacking in anti-infantry capability, despite the cossack).
With Set V previews started there’s already going to be some influence on army builds - the Rangers are powerful and will definately have an impact on tournament games.