I think Memorial Sloan Kettering has IR research fellowships, if you are talking about a formal research fellowship set-up. Otherwise, many academic IR departments have some IR research projects that med students could potentially get involved in.
But yes, I don't think formal fellowships are that common. Ortho and derm are well-established residencies, whereas IR has for a long time been a fellowship-level field needing a baseline knowledge of radiology, which med students typically don't have.