If there are, please provide examples. Lee Smolin suggests there are such gases in his book, "Time Reborn", but searching on my own, I could not find examples, and it seems hard to accept this is possible.
Adding the text here from the book to provide more context,
"Energy would flow from the warm side, cooling it, to the cooler side, warming it, so that soon the temperature is uniform again. Most systems work this way. But not all. Imagine there's a gas that works the other way, cooling down when you add energy to it and heating up when you take energy away. This may seem counterintuitive, but there are such gases."