Current consumer LCDs, sure, but there's no realson a high-refresh-rate LCD couldn't emulate the flying spot of a CRT, and thus be compatible with light pens / guns.
Contrast that with a CRT which uses a 25kV acceleration voltage to drive an electron beam up to 30% the speed of light (takes about 3.3 nanoseconds to travel 1 foot from the back of the CRT to the screen), which then strikes a phosphor that glows due to its valence electrons falling from excited states (which takes a few nanoseconds).