Yes. Set-uid shell scripts work on HP-UX, for example, the kernel of
which is a derivative of 4.2 BSD. ("Work" used loosely here, because
it is a bad thing.)

However, setuid shell scripts are such a security hole that they
should never exist. Much of the time spent by the security scanners
for unix scan for just such problems.

• You can write in C; it's one of the most distressful tasks to write a decent program in C! (But kernels need this.) A program in C should be suspected to be wrong and insecure. But if you have checked it 100 times, go ahead and make it a setuid-root program (when you need a setuid-root program).


• Or (what have Unices achieved as an alternative?), also, there have been created "shells", "bash" is a very poplar one. The design of its syntax is so braindead that nobody has enough will to write correct bash programs, most of them are well understood to work just in 90% cases (e.g., having to type all the quotation marks in a line like file "$(which "$cmd")" kills me whenever I need it). Everybody feels happier when he writes trash as shell scripts instead of correct code. And the Unix Designers have decided to be fascists and disallow setuid-root interpreted programs at all in favor of security!