For iOS (Cocoa Touch), it's possible to go to your main.m and replace the fourth argument in UIApplicationMain(int argc, char *argv[], nil, nil) with the class name of your app's delegate, which would then construct the views as needed. However, Cocoa (Mac) projects have the following in main.m:
return NSApplicationMain(argc, (const char **)argv);
So the question is basically: how do you hand over an app's delegate to Cocoa apps without a MainMenu.xib?