There are. Wikipedia has a list:
A little searching will turn up more. They don't always agree, since they are conventional extensions, not standards.
Usage is sporadic at best. Many languages have mechanisms to cram their orthography into 7-bit ASCII, driven by the need for their language to work on computers.1 For example in German, "ß" can be written as "ss", and "ö" as "oe". These systems work for Morse code as well.
In some languages, simply removing diacritics doesn't introduce much ambiguity, so some people will simply omit them from transmitted Morse code. This isn't too surprising, considering the already high degree of abbreviation used even by English speakers, where a transmission might not even include words:
RRR FB QSO OM 73 DE AC8NJ I
Morse code is, by definition, an encoding of the basic Latin alphabet, so languages that use something else (Chinese, Greek, Hebrew, Russian, to name a few) can not be represented in Morse code propper. This hasn't prevented those languages from developing similar dot-and-dash telegraph codes, and Wikipedia has a list. They do tend to use similar codes where possible. For example, Greek alpha shares the same code as "A", as the two share some relatively recent history. Where letters are more distantly related (for example Hebrew), the mappings tend to shoot for similar sound. Where the orthographic systems have basically nothing in common (Chinese), no intuitive mapping is possible.
1: multi-language support in computers is a relatively recent development, and still quite a few systems can't manage to get it right.