In almost all cases, the answer is yes. This goes for scannable resumes and electronic resumes as well. A cover letter is a professional courtesy that is as important and as traditional as a handshake or a "thank-you." It accompanies any resume you send, and is a way of introducing yourself, and explaining why this resume has shown up on the reader's desk. Follow-up letters are a similar courtesy that you send after an interview or phone conversation. They are just a polite way of reminding your contact that you're there, and you're still interested in the job.