Short: nope, they don't.
Long: If you know how the battery discharges (in German we say "Entladekurve", IIRC... look for something like a "discharge diagramm") you can make an educated guess on how much capacity is left in the Battery if you know its charge, measured by a Voltmeter. This works better for NiCd Akkus, not so good for NiMH types and even less for Lithium-Ion batteries (all IIRC, of course). If you dig a little deeper you might find out that most battery charge displays in electronic devices work like that, they're inaccurate at best and useless in the worst case.