Yes, mine came with DVI cable. I got a Mexico manufactured version.
And the VGA cable was already plugged into the monitor when I first opened it. :confused:
My SO is a graphic designer who just ordered a new Mac Pro for her photoshop work.
We got one of Apple's Cinema Display 23" and I'm using it on my Vista machine 'till her Mac comes in... I can report it's an awesome, albeit expensive, display with perfect brightness and very accurate color.