In MLB, no. With the Tampa Bay Rays making the playoffs in the 2008 season, all 30 MLB teams have made the playoffs at least once.
As of the 2009 World Series, the New York Yankees is the MLB team that has been in the playoffs the most times at 48.
The MLB team that has gone undefeated in the playoffs were the 1976 Cincinatti Reds swept the Phillies 3-0 in the NLCS and then swept the Yankees 4-0.
There have been two teams with 1 loss in the MLB playoffs, 11-1 records, no team has had a perfect record in the MLB playoff era. (2005) White Sox (1999) Yankees
No, the season is long. The best teams lose about a third of the time. Even the worst team can beat the best team sometime during the season.