Actually other furnaces can too...
"Carbon monoxide (CO) is a tasteless, colourless and odourless poisonous gas often referred to as “the silent killer.†It is produced when fuels such as natural gas, oil, wood, propane and kerosene don’t get enough air to burn up completely. Damaged or blocked venting inside heating systems, as well as inadequate air flow can allow CO to build up inside the home."
http://www.safety-council.org/info/home/CO.html