Yes, Ctrl-V in {insert,command} mode lets you input literal control characters, as well as numeric codes (31 for unit separator, 30 for record separator). If you're using vim on Windows, however, note that the default vimrc loads mswin.vim which changes Ctrl-V to paste. In that case, you can simply remove mswin.vim from your vimrc or use Ctrl-Q instead. (See :h i_Ctrl-V).

You can also use Ctrl-K to enter RFC1345 digraphs, in which case unit separator is 'Ctrl-K US' and record separator is 'Ctrl-K RS'. (See :h Ctrl-K).

Emacs has similar features, as well as a nifty TeX input mode: http://stackoverflow.com/q/6269618