In short, yes:
In the United States, the vaccine for polio is given as an injection that carries dead poliovirus. But there’s another form of the vaccine that is taken by mouth and uses a weakened—but live—version of the virus. It turns out that this version can briefly spread to other people before dying out. The World Health Organization has relied on the oral polio vaccine for its efforts to wipe out the disease worldwide.
But there is a drawback. Rarely, the live vaccine can mutate enough to revert back to its virulent form. The oral polio vaccine carries three strains of the virus, one of which has been eradicated in the wild but is also most likely to cause this problem. The WHO is switching to a vaccine that has only the two safer strains.
The idea behind a vaccine, is to make a mutated, weak, virus that mimics the strong one. This way your body can learn to defend against strong viruses, without the risk of dying.
When a virus reproduces, it has a chance (albeit slight) to mutate. The idea of contagious vaccines, while good in nature, requires the reproduction of a weak virus. This virus can therefore mutate, and become stronger. Either creating the original virus (see above), or a superbug. (this is already a problem with normal vaccines: http://www.who.int/mediacentre/news/releases/2017/bacteria-antibiotics-needed/en/)
So, while contagious vaccines have the potential to eradicate entire diseases, they also have the potential to spread the disease further, and even nullify the effects of normal vaccines.