There was discussion on the Flame board if some rocks at Gusev were conglomerates. On the Mark Carey Mars forum were presented some images that had the appearance of conglomerates:

What is Spirit doing?
http://www.markcarey.com/cgi-bin/mt/mt-view.cgi/18/entry/21102/discussion_page?start=81&show=20

Pathfinder scientists also suggested some rocks at the Pathfinder site were conglomerates:

Characterization of the Martian Surface Deposits by the Mars Pathfinder Rover, Sojourner.
Rover Team
"Sojourner, the Mars Pathfinder rover, discovered pebbles on the surface and in rocks that may be sedimentary--not volcanic--in origin. Surface pebbles may have been rounded by Ares flood waters or liberated by weathering of sedimentary rocks called conglomerates. Conglomerates imply that water existed elsewhere and earlier than the Ares flood. Most soil-like deposits are similar to moderately dense soils on Earth. Small amounts of dust are currently settling from the atmosphere."
Science, Vol 278, Issue 5344, 1765-1768 , 5 December 1997
http://www.sciencemag.org/cgi/content/full/278/5344/1765

Bob Clark