Sean, yes. the R&A has Waldon House for member use, right by TOC 18th fairway, and I think that e.g HCEG Muirfield has, or had, some upstairs dormy rooms for member usage, but I agree this doesn't seem as prevalent in Scotland as down south. Three of the best British dormy options proper are actually in Wales - Aberdovey, Harlech, Porthcawl all have on-site dormy facilities and offer stay-and-play deals. In the very old days both Rye and Brancaster had dormy houses entirely separate from the club complex - indeed Rye's was a couple of miles away in the town itself, and where Bernard Darwin spent some of his final years. You joined the Dormy House Club separately to the main golf club itself.