The short answer is no, but you could use a macro to add hidden text at the bookmarked location. How useful that wopuld be in practice, I can't say but
Code:
Sub LabelBookmarks()
Dim oBM As Bookmark
Dim oRng As Range
For Each oBM In ActiveDocument.Bookmarks
Set oRng = oBM.Range
oRng.Collapse 1
oRng.Text = oBM.Name
oRng.Font.Hidden = True
oRng.End = oBM.End + 1
oRng.Collapse 0
Next oBM
ActiveDocument.ActiveWindow.View.ShowHiddenText = True
lbl_Exit:
Set oBM = Nothing
Set oRng = Nothing
Exit Sub
End Sub
will do that.
Rather more useful would be
http://www.gmayor.com/BookmarkandVariableEditor.htm which will list the bookmarks and their contents and provide easy access to them.