York compressors, do in fact have their own sump. So do some Harrison compressors. The A6 has a sump and even has a drain plug for it and an internal oil pump. It makes an excellent choice for an air compressor, but it is big, and weighs a ton. It also only comes in a v-belt configuration if I remember correctly. If you aren't running it for long periods of time, most compressors will work fine and with an inline oiler, you'll most likely be fine.
Be sure to just use a fairly long length of hard tubing from the outlet, before you transition to rubber hose or it will melt off in short order. The outlet of the compressor will get very hot in normal use.
If I ever get to my onboard air, I am planning to use a small, cast iron, piston-type air compressor I robbed from an older contractor compressor. My plan is to mount it on the engine, then drive it all the time from a belt, using a Deuce unloader valve to regulate the air pressure in the tanks. It has its own oil sump, is pretty compact and should work fairly well. That is if I ever get to it.....
"Free advice is worth what you pay for it."™