They absolutely do. In Emacs I use different faces for comments, tables in literate sections, and code blocks. I use the same font for all those faces, but different attributes (size, weight, etc).
I also have configured different fonts for different unicode code points, so that when I include Cyrillic or Japanese text I can use a font with better code point coverage that my preferred fonts.
It always astounds me how unconfigurable most editors are.