They don't even give me a place to put a cover letter. Last week I spent a half-hour writing a cover letter, and then went through the application and there was no place to put it.
Since most online systems require a doc or pdf format, I've started combining my cover letter and resume into a single pdf. If there's room for both in an application then I'll submit two individual pdfs, but if there's only room for one attachment then I submit the concatenated pdf.