Propellants always contain their own oxidizers.
I thought we were talking about ordinary combustion, as Mortekai pointed out.
even combustion propellants do not usually carry their own oxidizer. hydrogen requires a seperate oxy supply in the space shuttle. they are in the same external superstructure, however. most cryogenic engines require seperate fuel and oxidizer supplies, in fact.
the solid rockets do carry the oxidizer in the solid propellant, though.