If by "recursive DTD" you mean a DTD which includes at least one element that can occur as its own descendant, then examples include the HTML DTD (div, ul, ol, and li are all recursive in this sense; so is span), TEI, DocBook, JATS, and any number of other DTDs. Yes, any validating XML parser is able to validate against such DTDs.
If you need a simple example for testing, you can use this DTD and document:
<!DOCTYPE e [
<!ELEMENT e (#PCDATA | e)* >
]>
<e>
This is a test document.
In it, the <e>e</e> element is allowed
to test <e>within <e>itself</e></e>.
</e>
If by "recursive DTD" you mean something else, then ... what do you mean?