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They do: http://www.rdio.com/apps/ (unless you are looking for a Linux desktop client)

I believe it just opens up a "web version" within the desktop app, but I could be wrong.

Still love the service, I don't have much use for "Offline" capability on my laptop/desktop - the mobile/tablet apps serve that need just fine.

The big plus of the desktop version is that it works with the media keys on your keyboard.

And exposes an API, too, I believe, that lets things like Alfred Workflows on my Mac also control from the keyboard and hotkeys.