Some do, some don't. Probably depends mostly on what the crawler is
written in.
The libwww-5 in perl has the option to. My crawler uses it and does send it.
The w3c library might also.
You might try these two URLs for kicks between lynx versions 2-4 and 2-5,
which didn't and do send a Host header respectively. Maybe the nice people
at hotwired will share their CGI with you.
http://www.hotwired.com/robots.txt
http://hard.hotwired.com/robots.txt
-- Aaron Nabil nabil@teleport.com