I do and have masturbated, usually with toys and am capable of a clitoral orgasm. But most guys aren't satisfied with this. They feel they are failing when I can't get off from penetration and I feel like I am failing and often times both of us are left unsatisfied.
Thinking out of the box here: Girl masturbates (or both, while looking at eachother, whatever :p) and right before her orgasm, she lets the guy penetrate her, she keeps masturbating and she has an orgasm. If you're dealing with a minuteman you might even orgasm together! :D This method might reprogram/condition your body to link penetration with orgasm. If not, it's a fun sexperiment ^^