No not, in the API. You would write it yourself. My idea would be to use an Array to store a complex type (can be a Dictionary or some custom type you create). You'd need to store a time stamp, and then the relevant info from the event. Most likely you'll want to create an enum to store the different actions (PLAYER_JUMP, PLAYER_MOVE_LEFT, etc.). Then on playback check if the current elapsed time is greater than the timestamp saved, and if so, play the event.
If you base your game on signals, you can even fire the same signals as the real game during playback, it would just be like the real game code only the system would be playing itself, not based on keyboard input. Many games have used this method, like in racing games. I know Wipeout on PSP specifically used this even for the enemy AI while you played the single player. The enemy ships were "played" by fake controllers, there was no difference between you playing and the CPU playing (at least in terms of the car logic).