Yes, Smith & Wesson had their own line of branded ammunition from, I believe, the late 1960s until the early 1970s.
Here's a discussion about S&W ammo from the PA gun blog page with some good information: http://www.pagunblog.com/2009/04/06/...-is-this-ammo/
IIRC, there were a number of cartridges and shotshells offered. I remember my Dad buying a lot of S&W 12 gauge shells because the price was good.
IIRC, S&W also had their own branded line of ammo in the late 1800s through to about 1910.