There's Dynamic VLAN membership DVMP.
http://www.cisco.com/univercd/cc/td/doc/product/lan/c2900xl/29_35sa6/eescg/mascvmps.htm
But remember, DVMP is used to ensure specific Layer 2 addresses are assigned to specific VLANS. And the VLANS have to exist. (Vlan 1 always exists).
If you are using multiple VLANS you might want to make 1 upsteam Layer 2 device a VTP domain server, there you would create all the vlan interfaces with you need, and use VTP clients to shake the vlans down to down-stream switches.
So to answer your question, yes a VLAN is a Layer 2 broadcast domain and must exist somewhere if it is to be used, you don't have to give it an IP address but I really can't imagine many reason I would keep things strictly at layer 2. That of course depends on your IP addressing schema and physical architecture.
Bill