They certainly can. You'll notice that there's a whole lot of listings at any relay vendor site for AC relays and DC relays. Now would you kindly explain to me why you've asked instead of doing some easy to find research yourself?
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"Don't disturb my circles." translation of Archimedes last words
We are prefer dc voltage as auxiliary power supply for protection relays because different source from lighting or other ac sources to safe our relays continuously in services to protect the electrical line