Originally Posted by Zloth 
Fallout 3, no arena. Entire NWN series, no arena.
Except for the original campaign having one in the very first module. I only remember because, as a player not yet working for BioWare, I completely gamed the system and hit escape to ditch the conversation every time I failed to convince the fight-prep woman to remove the final enemy's buffs before teleporting me in.
Don't remember one in Shadows or Hordes, though.