3 years later, but found via Google search for "MCU with ethernet MAC"
Not much has changed it seems. I've been looking for lowest cost wired TCP/IP solution.
The Stellaris chips with onboard PHY mentioned above are defunct, but the TM4C129 have Ethernet MAC and PHY built in. It's a fairly expensive Cortex M4 though.
The other chip I found is the FT90 series from FTDI. It's a proprietary 32 bit CPU but they provide a compiler and IDE. The price is comparable to an STM32F103 + PHY.
Otherwise apart from some obscure SOCs, that seems to be about it. Any chips I've missed?