Yes there is, if you have a component capable of issuing commands, and it is properly manned/powered. This typically means attaching probe bodies to each stage that you will want to control later.
I find this sub-optimal at best though. Performing a post separation deorbit typically means you need to save some fuel in order to do those burns. And since probe bodies don't have a lot of torque, you're going to have to make sure that you have sufficient RCS fuel and thrusters. There is one advantage here, in that RCS is typically enough by itself to deorbit something. However, this all adds weight to your rocket, weight that's better spent as saved fuel in sending your payload where you want it to go. For typical real life missions, hoisting an extra pound of payload to orbit could mean burning an extra
five ten pounds of fuel.* That can get very expensive, very fast.
In my opinion, you're better off setting up stuff such that it falls back to the ground without your intervention, or setting up trajectories that will cause spent stages to impact the Mun (or other celestial body).
* This page lists some mass fractions required to achieve SST-LEO, as well as typical mass fractions for existing space vehicles. In an ideal world, a 5:1 fuel to payload ratio is theoretically possible, but that ignores the realities of atmospheric drag, incomplete combustion, and a number of other factors. The ratio for Soyuz is almost exactly 10:1.