Their application is file systems and no file systems offer that capability. In order to provide transactionality for multi-file operations, you have to have a file that represents "the transaction" and move it or create/delete it.
In most file systems, you can't even update a file atomically, actually -- what you can update atomically is a disk page, 4-16k. Database servers might then maintain a separate, small file that contains only a transaction token, which is atomically updated to contain the last transaction written to disk in full.