Most do, or at least it is their final authority.
I’ve often wondered how, if Scripture was the final authority, the Apostles were able to determine that circumcision was not expected nor required of Gentiles (recall that Acts had not yet been written at the time the events were taking place). All of the relevant Old Testament Scriptures point to the necessity of circumcision (just as all of the relevant New Testament Scriptures point to the necessity of baptism), so if the Apostles were sola scriptura adherents, would they not have determined that circumcision
was expected/required of Gentiles?
Neither the Old Testament nor the New Testament teaches sola scriptura. Consider the following passage:
“And he [King Hezekiah] set the Levites in the house of the Lord with cymbals, with psalteries, and with harps, according to the commandment of David, and of Gad the king’s seer, and Nathan the prophet: for so was the commandment of the Lord by his prophets.” (2 Chron 29:25 KJV)
“He [King Hezekiah] stationed the Levites in the temple of the Lord with cymbals, harps and lyres in the way prescribed by David and Gad the king’s seer and Nathan the prophet; this was commanded by the Lord through his prophets.” (2 Chron 29:25 NIV)
What we can conclude from this text is this:
(1) First, David, Gad, and Nathan were dead about 250 years at this point;
(2) Yet, they passed on a “commandment of the Lord” which was prescribed by God’s prophets on how worship was to be conducted in the temple;
(3) That prescription and commandment of the Lord is nowhere found in the Old Testament Scriptures.
So what we have here is a clear OT refutation of the Sola Scriptura principle.