No, it doesn't have one. For this reason most popular libraries come with one in their utility packages. Check out jQuery's inArray and Prototype's Array.indexOf for examples.

jQuery's implementation of it is as simple as you might expect:

function inArray(needle, haystack) {
    var length = haystack.length;
    for(var i = 0; i < length; i++) {
        if(haystack[i] == needle) return true;
    }
    return false;
}

If you are dealing with a sane amount of array elements the above will do the trick nicely.

EDIT: Whoops. I didn't even notice you wanted to see if an array was inside another. According to the PHP documentation this is the expected behavior of PHP's in_array:

$a = array(array('p', 'h'), array('p', 'r'), 'o');

if (in_array(array('p', 'h'), $a)) {
    echo "'ph' was found\n";
}

if (in_array(array('f', 'i'), $a)) {
    echo "'fi' was found\n";
}

if (in_array('o', $a)) {
    echo "'o' was found\n";
}

// Output:
//  'ph' was found
//  'o' was found

The code posted by Chris and Alex does not follow this behavior. Alex's is the official version of Prototype's indexOf, and Chris's is more like PHP's array_intersect. This does what you want:

function arrayCompare(a1, a2) {
    if (a1.length != a2.length) return false;
    var length = a2.length;
    for (var i = 0; i < length; i++) {
        if (a1[i] !== a2[i]) return false;
    }
    return true;
}

function inArray(needle, haystack) {
    var length = haystack.length;
    for(var i = 0; i < length; i++) {
        if(typeof haystack[i] == 'object') {
            if(arrayCompare(haystack[i], needle)) return true;
        } else {
            if(haystack[i] == needle) return true;
        }
    }
    return false;
}

And this my test of the above on it:

var a = [['p','h'],['p','r'],'o'];
if(inArray(['p','h'], a)) {
    alert('ph was found');
}
if(inArray(['f','i'], a)) {
    alert('fi was found');
}
if(inArray('o', a)) {
    alert('o was found');
}  
// Results:
//   alerts 'ph' was found
//   alerts 'o' was found

Note that I intentionally did not extend the Array prototype as it is generally a bad idea to do so.