Depends on which generation.
G1, absolutely. Many of the accessories are more valuable than the pony they came with!
G2, there is a market though not quite as large as for G1 accessories.
G3, hardly any of the accessories are sought after, possibly the rarer ones to store exclusives.
G4, I wouldn't be able to tell you, but probably not given how many get customized, there's tons of orphaned accessories floating about. People do buy them, but they're not hugely valuable for the most part. (Again, barring those that came with exclusives/rares.)
It also depends what you consider an accessory. Brushes and combs tend to be the least valuable, while "true" accessories such as what came with the G1 baby ponies, princesses, big brothers, etc. go for quite a bit more.