Absolutely. Both Excalibur and Ultimate S will easily do this.

This will do what you're wanting, though. Just save this text as "MarkerOnEvent.cs" and run it from the Tools - Scripting menu.

/**

 * This script will add a marker for each event on the selected tracks(s)

 * 

 * Written By: Edward Troxel

 * Modified: 08-22-2010

 **/



using System;

using System.Windows.Forms;

using Sony.Vegas;



public class EntryPoint

{

    Vegas myVegas;

    

    public void FromVegas(Vegas vegas)

    {

        myVegas = vegas;



        foreach(Track track in myVegas.Project.Tracks) 

        {

          if (track.Selected)

          {

            foreach (TrackEvent evnt in track.Events) 

            {

		Marker myMarker = new Marker(evnt.Start);

		myVegas.Project.Markers.Add(myMarker);

		myMarker.Label = evnt.ActiveTake.Name;

            }

          }

        }

    }

}