All versions of Linux I know of have a similar package manager. Updates on the server and some more geeky distros tend to be run on the command line.
Some offer granularity of what types of updates to do (Mint classifies updates by riskiness to stability) and most offer some method of holding back updates on some packages (although not in the GUI in the distros I have used).
Things might be slowly getting better for Windows. Omaha http://code.google.com/p/omaha/ was released under an open source license recently. It will be interesting to see if other projects adopt it, or if it remains being used by Google products only. Ars Technica had a good summary about the current state of Omaha. http://arstechnica.com/open-source/news/2009/04/google-opens...
Of course, I say Ubuntu because that's what I know. I would not be the least bit surprised if other linux distros/mac os had similar package managers.
It seems like even windows could form some kind of agreement with various software vendors allowing them to push updates through the windows updater. Opt-in of course.