Not yet, it's entirely possible, but unlikely. Linux/Unix and it's derivatives are so secure that this is likely never to happen. There are antivirus apps out there, but my opinion is that they just suck resources. There hasnt yet been a report of a virus on Android.
I'd be more worried about installing an app that gathers too much data about you. Luckily, you can see what an app has access to before you install it.
Another thing to look out for is "rooting" with a ROM from an untrusted source.
Overall though, I'm not worried about my droid's security.
One last word, do not install the antivirus app on the market. Since there are no know android viruses, it is quite a waste of resources.