There are. I know my city and county allow it, as do many of the surrounding.
In my county, it causes them to have to print multiple different ballots for all the different permutations of who is allowed and not allowed to vote in what elections (I think they had something like 11 different ballots in 2018.) Makes it awfully easy to commit fraud: since ballots are "confidential," just "accidentally" give people the wrong ballot, and oopsie...