Yes, check out BYD's hybrids. The petrol engine is 46% efficient, which is pretty damn amazing. This is more efficient than most power plants (combined cycle plants are better- but most power plants are not combined-cycle).

So what is the well to wheel efficiency of this vs. pure electric? There are fuel transportation losses in one, and transmission line losses in the other. In many cities electricity is quite a bit more expensive than gas so hybrids are a better deal financially.