It depends on the product. Many pesticides do, but they may not work if the bed bug is resistant. Regardless, rely on an experienced pest management professional to apply pesticides, especially for bed bugs. 

• If you want to know your pesticide options for bed bugs, use EPA's registered products search tool.
• Read the label to determine whether the product is labeled for bed bugs and claims to have residual killing capabilities (there’s no sense spraying something “for good measure” if it only kills on contact). Got questions, try contacting NPIC.
• Search for objective research on the pesticide (try Google Scholar).