Sure. The simplest route is to get an audio CD burner with analog inputs and just go for it. If you want some control in mixing/tweaking whats recorded prior to burning, you can get a hard disc recorder (Korg, Yamaha, etc.) that's pretty much an all-in-one studio in a box.
LOL yes there is. You can get one of those little all in one studios. You could probably hook some kind of recorder to a mixer and record that way. Sorry don't know much past computer recording but I know you don't need one. I don't wanna piss anyone off here but check out this website for several studio set ups, you'll notice a couple are computer less.