I don't know about Asus, but my Buffalo WZR-HP-G300NH does exactly that. Buffalo makes their proprietary firmware, and also pays for having a custom DD-WRT build made. I ended up installing OpenWRT on it, though, due to some stability issues.
kendbluze writes: "Here's an EE who was doing a simple repair to a nearly-new Dell 600m laptop when he noticed something a bit curious. Turns out he found a hardware keylogger sitting between the keyboard and ethernet controllers! See what Homeland Security didn't have to say about it."