Inside, no, but Wrigley Field and Comiskey Park both have dedicated and named stops on the CTA Red Line, the New Yankee Stadium came with a new station, Citi Field has a dedicated stop on the property, Oakland Coliseum has a BART stop, I think, Seattle's stadia share a light rail stop, and so on.
Kenmore has never been the "Red Sox" stop to me, because I grew up out the D-branch from Fenway, though I realize the stop is Kenmore for most people. Nonetheless, if an out-of-town fan wanted to find Fenway Park on the train, is there any indication to use Kenmore, and is there any clear directional signage from the station (Fenway has some, I think)? The walk from both stations to the park is somewhat complex.