>Apart from the ST, which has already been mentioned : >BBC Micro, Acorn Archimedes, many older portables (Tandy 100, HP110, HP71 >and HP75 (almost), EPSON PX4 and PX8), there was a model of the Tandy >1000 with MS-DOS in ROM, one of the Torch machines had a CP/M a-like in >ROM, HP IPC, Tandy CoCo + disk controller (maybe this only counts as >Basic in ROM), and plenty more that I've forgotten about

I belive Apple's Newtons have the OSes in ROM. They certainly do boot quickly and a chip swap is need to upgrade the OS.