Yes with a couple of specific exceptions. Shimano's first 10-speed Dura Ace hubs (7800?) and their contemporary Dura Ace and Ultegra prebuilt wheels used an aluminum freehub body with taller splines that accept ONLY 10-speed Shimano cassettes.
Later Dura Ace (7850, 7900, etc.) and all other 10-speed freehubs will take 8, 9 or 10-speed cassettes. The 8 and 9-speed cassettes need no spacers and 10-speed cassettes all come with a 1 mm spacer that goes behind the largest cog.