Yes, they do sleep through on their own eventually.

There are gentle nudges you can try, I never had success tho, I just have to wait it out. But I have to say my 3yo is such a good sleeper with regards to actually going to bed and going to sleep. He does ocassionally wake up and come in, but on the whole, he sleeps right through in his bed from about 7.30 every night without a fight.

I wouldn't call CIO a nudge tho, that's a rather hard shove in my opinion. Elizabeth Pantley and Pinky McKay have books with more gentle suggestions to encourage more sleep which might be worth a try. But really, if the waking only bothers you upon comparing to other babies, and normally doesn't worry you, then just keep doing what your doing.

I often wonder how the CIO people deal with their babies when they wake with teething, or when they wake up cold (often the reason mine wake up .. woops.. should dress them better huh LOL) Do they get frustrated that they are no longer sleeping through? Do they re-train them to stop crying or do they actually comfort their baby and help with whatever is wrong?

I'm all for going along with whatever bub needs at the time.