Only if the light switch is not in the 0 position.... or, on older models, this was done by leaving the indicator stalk to one side when removing the key from ignition.
Many German cars do this (even ancient ones). Park up next to the kerb, put indicator stalk to the right hand side (UK), switch off the engine, remove key and Hey Presto. Your front and rear park lights come on just on that side of the car.