Using a Marxian definition of capitalism as the expanded reproduction of value through the commodity form's production by wage labour: maybe.
All of Yugoslavia's Party, parliaments and workplace boards were nominally democratically elected. If someone takes umbrage at the democracy of these elections, then the answer must be no. If someone takes umbrage at the substantive nature of control that these organs had over the economy, then the answer must be no.
However, if you're willing to tolerate highly organised elections leading to nominal but not substantive control, then Yugoslavia would count.
Soviet production didn't have local democratic control after 1921 (cf: Simon Pirani); other instances such as Hungary 1956 or the period of War Communism are hard to classify, as capital wasn't being reproduced in an expanded form, if it was being reproduced at all. More typically bourgeois states don't count—the right to maintain capital in a family or personal situation and the "one share, one vote" principle of at least some incorporated bodies renders these votes undemocratic in a post-1789 world.
Curiously, this leads back towards the conclusion that capitalist societies are a dictatorship of the bourgeoisie. (Given, of course, that you accept the postulate of what capitalism is, and that economic production is as much a matter of power as law making and enforcement).