It does. I have a Honeywell one that does this:

Honeywell here.

Share a photo of your thermostat . I don't get why you can't program it for both. Don't you have a switch which you set for heat and then flip it for a/c?

Nest does this.

So does Alexa let you program for many things but I am not sure what you are asking. Usually once summer comes you switch to AC and prgram for that for the rest of the summer not sure the need to switch back and forth from heat to AC

Pretty much all the programmable thermostats I've had in the last 30 years will do this. My current White Rogers/Emerson all do this.

I've had a Trane thermostat for the past 17 years. One range of temps for heating, another range for cooling.

Nothing comes with instructions anymore, you're supposed to be able to figure it out. But even DH the retired engineer sometimes can't, so if you haven't already, download a manual. Unless your thermostat is really old chances are the manufacturer's website has it.

I have a Honeywell T10 Pro thermostat. While it does allow you to set different cool and heat temperatures for each scheduled time period, it does not allow you to set different cool and heat schedules. For example, you could set the "Home" period for Saturday from 9:00am to 5:00pm with the heat temperature at 68 and cool temperature at 75. But you could not set a one Saturday "Home" period for heating and a different Saturday "Home" period for cooling.

The thermostat does allow automatic switching between heating and cooling, though I've configured mine for manual switching.

Overall it's great thermostat and I highly recommend it.

Programmable thermostats that have an Auto system mode allow schedules with separate heat and cool setpoints when in Auto mode. The same periods typically apply to both the heating and cooling schedules, but the heat or cool temperature can be programmed the same for any period if it doesn't need to change. Auto mode has the system automatically switch between heating and cooling to maintain the room temp within the heat and cool setpoints. The heat and cool setpoints typically must be a minimum of 2°F apart to avoid the system fighting itself by constantly switching.

The business where I worked had Emerson Sensi thermostats with Auto mode. I programmed heat and cool schedules, sometimes six (eight a few times) changes per day, different schedules each of the 7 days. I don't know what was the maximum number of daily periods that could be programmed. Not unusual heating would run at opening on a cold day, then cooling later due to body heat from a crowd.

We do switch back and forth between needing heat and AC. It was 80 degrees in April and then down to a high of 50 degrees a couple of days later. It is 80 degrees again today. In two days the high will be 58. This happens all the time here.

There's no need to manually switch between heat and cool if the thermostat has an Auto mode. Set the desired heat and cool temperatures, the system will automatically change modes around the setpoints. If your current thermostat doesn't have Auto, then perhaps upgrading it to one that does would be helpful to your situation. There are many with the feature.

@mike_home: "You could as a work around devote two periods as heating and two for cooling. Then set the heating temperature and to change on periods 1 and 3, and the cooling temperature would change on periods 2 and 4."

Perhaps there are thermostats for which that would work, but my Honeywell T10 Pro has one schedule and each period specifies a cooling temperature and heating temperature. Regardless of the number of periods, the schedule always covers 24 hours because one only specifies the start time of each period.

Juniperg92, the Sensi thermostats that I mentioned can do what you apparently want. Separate schedules for cooling and heating. Set the mode to Cool, the cooling schedule is in effect (no heating). Set the mode to Heat, the heating schedule is in effect (no cooling). Or set the mode to Off for nothing (the schedules don't erase). I have no doubt there are other thermostats that operate the same.

dadoes, I will look for them!!!

@dadoes: "Sensi thermostats that I mentioned can do what you apparently want."

Sensi Navigation and Scheduling Guide