In SOU there is a portion of a certain dungeon area that only a Paladin can access. In it there is a special sword only Paladins can wield. I won't say more, so as not to spoil you, but the answer is yes for a Paladin.
On the other hand in the OC, with the exception of the wizard/sorceror quests for the mage guild mentioned in the post by Sho-Va, I didn't find any special quests that I couldn't get if I had a sufficiently high persuade skill. I went through the OC with a monk with a maxed persuade skill originally and was able to get the druid, cleric and fighter quests, all in the first chapter. I was also able to get the quests with a wizard with high persuade and charisma (via spell, potion & items) since I knew to do the enhancements before talking with the quest givers. I don't recall off-hand if there were rogue, bard, ranger, barbarian, monk or paladin specific quests in the OC, though.
In HOTU, there is an opportunity to collect golum parts and build a pretty overpowered, customly enchanted, summonable golum that acts like a member of your party. That is available only to wizards and sorcerors, but you need at least 4 or 5 levels, I think, in either class.
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