Not in the message itself. But choose to look at the headers of the message, and you will see tags like this (the example is a test message send to myself - also both in- and outbound):
X-Antivirus: avast! (VPS 29.01.04), Outbound message
X-Antivirus-Status: Clean
X-Antivirus: avast! (VPS 29.01.04), Inbound message
X-Antivirus-Status: Clean
I think there are enough headers in messages allready, and I don't need this info on my incoming messages (I get a message from avast! if they're not clean anyway). And for outgoing messages, a notice in the message body is better (not a lot of people even know about the headers).