On windows, yes.
Take a look at VST.NET, an open source project that allows you to write VST plugins in any .NET language.
http://www.codeplex.com/vstnet
VST.NET provides a framework that simplifies and structures the VST interface allowing you to setup your plugin skeleton in no time.
It also comes with a couple of samples that demonstrate typicall plugin constructs. The delay sample is a working delay complete with parameters, programs and persistence. The Midi Note Mapper demonstrates how to do Midi In/Out and custom UI.
Grtx,
Marc Jacobi