The ones built into the game can see past fog of war. Blizzard published a nice overview of how they work, though I don't think it actually mentions that cheat.
http://classic.battle.net/scc/faq/aiscripts.shtmlThe ones created using BWAPI cannot (you can call a function that lets you, but it's banned in all tournaments). The one thing that BWAPI bots know that a human doesn't is a persistent unit ID - if a marine leaves fog of war and comes back, you can check if the ID is the same and know whether it's the same marine. It also tells you where cloaked units are, but a skilled eye can see those already.