Absolutely there are pitches in between. Technically, there are an infinite number of pitches in between each two successive semitones. In practice, quarter tones have been used more than most other intermediate pitches. These are pitches that are "halfway" between two successive semi-tones, or 50 cents away their lower and upper neighbors.
The use of pitches that are between the common 12 tones is often called microtonality, although sometimes that term is applied to using alternate tunings of the same 12 tones.
Microtonality is very common in musical traditions other than the Western European tradition. Quarter tones (more or less) are used very frequently in Indian music, for example. And many, if not most, non-European traditions do not use 12-tone equal temperament. The Balinese scales like the pelog scale use fewer than 12 pitches but they are not tuned in such a way that they line up with the 12 tones of the European tradition.
Even in the European tradition, 20th century "classical" music has many pieces that use microtonality and/or atonality. Threnody For The Victims of Hiroshima has many sections that don't specify definite pitches at all, and features many slides between different pitch areas. Some might disagree about whether such compositions fit their concept of what is "music", but music that works outside of the 12 tone equal tempered framework is more common and popular than many people realize.