18-200VR is not parfocal. Neither is the 18-70/3.5-4.5 (D70 kit lens). The Sigma 18-125/3.5-5.6 does not seem to be parfocal either.
Most of the faster lenses are parfocal. Nikon 24-85/2.8-4, Nikon 80-200/2.8, Sigma EX 18-50/2.8. Nikon 17-35/2.8, Nikon 17-55/2.8 DX should be parfocal too but I don't have them.
I have not checked Nikon 12-24/4 and Sigma EX 12-24/4.5-5.6.