I don't know if they exist as an Express card, but they sure do in a USB variant. /www.twenga.co.uk/prices-USB-Modem-LENOVO-Modem-414855-0 is just one I found with google to show you. It's not meant as a recommendation for the shop, nor for this particular one.
You might like to visit your favorite local shops to see what they have.
I have an Express card slot on my Fujitsu Siemens Esprimo laptop which has wireless connection, but I want to be able to use dial up connection when taking the notebook where there is no wireless connection. What sort of modem would work in this slot. I phoned Fujitsu but they refused to recommend anything, so I don't know what to look for