We have them. In Wisconsin, they're called "durable power of attorney for health care."
I got into a huge fight with one of my sisters who me she was going to be the one to make the decision concerning my father, that it'd be her decision "to pull the plug." I told her that if she even thought about it, especially because he was competent enough to make his own decisions at the time she told me--and continued to be competent until he died--that if she tried to pull anything like that, I would sue the living crap out of her. It was very divisive in the family.
I had no opinion on whether to use extraordinary measures or not to use extraordinary measures. It was my father's life and it was his choice, and I'd support the decision he made. Ultimately, he decided on no extraordinary measures and died in his own bed, like he wanted.