I've been wondering if there are melee weapons in this game.

The Chinese Shocksword, the SuperSledge, the Antenna from Big MT, Nukabreaker and many others do exist in the Fallout universe.

But so far, none of my expeditions have recovered anything like this.

I'm thinking for close quarters Radroach combat it would be more suitable, as the dwellers seem to back up before shooting, which might not occur with a melee weapon.

I have observed that an unarmed dweller will just stomp on the Radroaches, so it's a reasonable hypothesis.

Also, I have a group of ninjas in the upper room and some Shockswords would be thematically accurate.

And fun!

Are there any melee weapons in the game?

The only ones I've seen are the ones the low level raiders use.