I feel the Swing framework itself is built on MVC framework and hence there, without doubt, are controllers. A view object such as Jtree has a corresponding TreeModel. But the controller code typically, in such cases, is part of the view class itself.
However if we are talking about a serious UI application, you must consider the MVC
pattern with separate Model, View and Controller classes. A view object will be a
java class that extend a JPanel(of course with other jpanels and text boxes, Combo boxes etc embedded). The model will be a java class with variables(to hold model data) and their getters and setters. The controller will be a third java class that will have various listeners etc that will have the controller logic. The controller logic could include state management, keeping the data in sync between view objects and model etc in addition to the classic controller job of listening to the user interaction and handling the user interaction logic.