Not where I'm from they don't!
No form of anaesthetic at all when I had colonoscopy done. Mind you, by the time the enema has finished with you, you're sufficently sore that the camera end isnt so bad after all.

And after the frst few centimetres you have no nerve endings on the inside anyway, so you only feel the (narrower) tube behind the camera, or when they nudge up against an organ (which does hurt).
It's certainly uncomfortable, but bar the initial entry of camera it's not painful.