Hi Deb!
No, they do not. However, Sonance offers fireboxes for these, as well as a way to insulate them better. Another idea is to take insulation and place it around the speakers, as to keep sound from resonating to other rooms in your home (that is at least one idea, although not necessary). I have a smaller home, and I cannot hear the speakers in the rooms from the MAG8Rs. However, my home theater system is loud as it is, so there is that.