No, this feature has often been requested but never included in Word.
Another one that hasn't appeared is a conditional footer ("Continued on next
page") on all but the last page of a table.

One thing that may help: Instead of positioning a text box containing
"Continued" on each page of the table, include the word in the repeating
header and use a white-filled box to hide it on the first page. That way, if
something changes, you have to reposition only the one box. If you anchor
the box in a cell in the table's second row, you may not need to reposition
it at all.

--
Regards,
Jay Freedman
Microsoft Word MVP FAQ: http://word.mvps.org
Email cannot be acknowledged; please post all follow-ups to the newsgroup so
all may benefit.

padraig wrote:
I have a table caption in the first row of a table that spans
multiple pages. On the second and each successive page, I would like
to have the word "continued" appended to the table caption. Other
than using text boxes expertly positioned (and easily messed up if
the table changes at all), is it possible to do this? Do field codes
provide this type of functionality?