Orcrist and Glamdring were supposed to.
"being the work of Elvish smiths in the Elder Days these swords shone with a cold light, if any Orcs were near at hand,"
In the Fellowship of the Ring (the novel), Glamdring glowed with a "pale-light".
From The Hobbit (the novel):
They buried Thorin deep beneath the Mountain... Upon his tomb the Elvenking then laid Orcrist, the elvish sword that had been taken from Thorin in captivity. It is said in songs that it gleamed ever in the dark if foes approached, and the fortress of the dwarves could not be taken by surprise.
Peter Jackson, in the Fellowship of the Rings (EE) commentary, upon being asked why Glamdring didn't glow in the Mines of Moria, responded with 'budgetary cuts?' and something about 'running out of blue'- as such, it seems that it was an oversight.