Yes the most common gas cartridges have a resealable screw thread. There are also resealable bayonet fitting cartridges as well as the much more dangerous pierceable cartridges, which need to be completely used up before the gas stove can be removed.

The pierceable cartridge is demonstrated by Eddie Hitler along with some other suburban survival skills in the London area such as hunting with a blow pipe and dart and using hob nob bait to hunt down a common womble.

http://www.youtube.com/watch?v=mQRVtjNp31A