Some sensors can do electronic shuttering, including the Matsushita interline CCD sensor of the original EOS-1D and the Sony interline CCD's in various Nikon and other brand DSLR's. This is what lets some of those cameras have 1/500s flash sync speed.
But aparently 1/500 is the limit for that electronic shuttering, so a focal plane shutter is still needed for higher shutter speeds. And as Jonathan suggests, there are probably costs for this that in terms of image quality.
It is similar to the cost of wiring a DSLR sensor for video-out capability. Interline CCD was invented to provide the video out capability that Full Frame Transfer CCD did not have, at the penalty of leaving less space for electron wells. This is one reason to expect interline CCDs to disappear from DSLR's, in favor of CMOS and FFT CCD. CMOS can have "random access read-out" of pixel values, which might allow video out with less or no penalty.