Several do. SAE 43XX series have good weldability and high strengh, and are the first choice as I understood from your question. SAE1045 steel have reasonable weldability and do well with proper treatment. More money involved? Martensitic stainless steel can do.
The problem is not the steel itself, but the possibility or not of getting the proper post weld treatment, and the welding process itself.
Whats the problem specifically? What are the contour conditions? Maybe we can help more...