Carnegie Mellon University
This is possible, but does not happen frequently, and happens only if you are invited by a faculty member to undertake a research project, which is usually done in the offer letter. It also requires that you are able to spend an extra semester of full-time study to produce results and write the MS project report.

If you are admitted to the MS program and there is no mention of a research project, then you are being admitted to the course-based MS program and expected to take 96 units of coursework to complete the degree program.
MS students enrolled in our course-based MS will be assigned an advisor whose interests match their own. We will make every effort to assign the faculty advisor that was requested in the enrollment decision notification form; however, this cannot be guaranteed. Your faculty advisor will meet with you to assist you in planning your program. Your advisor will not supervise a research or independent study project unless you separately arrange for that. 
Many students are interested in a research experience during their MS program.  First, students should avail themselves of the graduate project courses available, which provide an excellent project-based design experience. If you are interested in a specific topic, you should discuss this with the faculty member whose research is most related to that topic. The faculty member may be willing to supervise an independent study for 6 or 12 units of your 96-unit program. During such a study you might conduct library research, participate in a laboratory or field project, or work with a PhD student.  You will be expected to generate a final written report for your project. Selection to participate in an independent study project is at the sole discretion of the faculty supervisor.

Students interested in undertaking a career as a licensed, professional engineer (PE) should consider including a set of three graduate courses in their program of study:

12-706 Civil Systems Planning, Pricing and Finance
12-711 Project Management for Construction
12-750 Infrastructure Management 

These courses include topics recommended by the American Society of Civil Engineers as part of the Civil Engineering Body of Knowledge for the 21st Century. The courses cover topics on leadership, project management, asset management, construction, business fundamentals, public policy and administration fundamentals which are beyond the scope of a typical undergraduate civil engineering program. The remainder of graduate coursework should be selected so as to provide depth in a specialized technical area. M.S. students who do so are also encouraged to petition for use of the approved optional degree title "Civil Engineering." For more information, see the ASCE website: ASCE-Raisethebar.

Students interested in applying for a PE License are encouraged to refer to the NCEES website. Valuable information about the new NCEES Engineering Education Standard for credentials evaluations of foreign engineering degree programs, and U.S. based non-ABET accredited programs in engineering is available at this site.

Graduating MS students who were not admitted to the Direct Entry (MS/PhD) program wishing to continue on for a PhD in the department must apply for admission to the PhD program.