Is it possible to run a SOQL Query and get a MAP returned?

I know only one:

Map<ID, Contact> m = new Map<ID, Contact>([SELECT Id, LastName FROM Contact]);

Here is the doc: Maps of sObjects

Alternatively, if you have a list already -- say you're in a situation where you need a map, but aren't in a mood to refactor your entire class to handle a map, you can convert your list of results to a map thusly:

Map<Id,OBJ_TYPE> mapFromList = new Map<Id,OBJ_TYPE>(List_object_variable);

This will generate a map from the list as if you'd queried directly into a map.