Yes, a number of universities have graduate programs in HPC. Often they're referred to as computational science or scientific computation programs. I'm currently pursuing a PhD in scientific computation through the University of Minnesota, and a Master's degree is also offered. Florida State has a department of scientific computing and a graduate program, ICES at Texas is a top program, and both offer Master's degree. Georgia Tech has a Computational Science and Engineering degree.
One thing you may want to consider when looking at such graduate programs is the structure of the program/department. For example, at Minnesota, there is no Sci. Comp. department, but rather it's a combination of a number of different departments and certain faculty members are associated with the Sci. Comp. department. This can have an impact on funding opportunities; a math teaching assistantship may be reserved only for students enrolled in the math department.
HPC is interdisciplinary by nature, so you have a lot of options when it comes to research areas. Are you interested more in the mathematics and algorithms? More on the hardware and design? More computer science-related topics like compilers and language development? Are you interested more in the applied sciences like chemistry, geosciences, aerospace eng., etc. and using HPC in those settings? If you have an idea of what you'd like to study, you may want to seek out researchers in those areas and then look at what institutions they're associated with. Even if the school doesn't have sci. comp. program, you can still pursue a degree in something like Math or Computer Science with research topic related to HPC.