Pentax sells the Optio WG-2 with GPS functionality built in (http://pentaxcanada.ca/en/digital_compact/optiowg2gps/).
http://photo.net/nikon-camera-forum/00a9YH is the link to a discussion thread over on a high quality technical group devoted to photography, photo.net. The thread offers various opinions on ways to get GPS data added to your photos. I have found photo.net to be a credible source of technical photographic information in the past on various topics both digital and film.
If you want to enlarge your knowledge on this topic check out the thread. You can also easily ask a question on photo.net forums. However it is an internet source and is not one hundred percent reliable.
* xchangeable image file format (Exif) is a standard that specifies the formats for images, sound, and ancillary tags used by digital cameras (including smartphones), scanners and other systems handling image and sound files recorded by digital cameras. wikipedia