Rick,
Visual FoxPro fully supports recursion as much as any other langauge does. There is a 128 level calling stack that cannot be exceeded. Of course C++ doesn't have that, it will be perfectly happy to write over the bios if it runs out of memory.
The problems with recursion are that it can cause a very complex operation to appear very simple, thus causing parts of the complexity to go unnoticed and untested, and you need to keep track of how many calling levels deep you get so your code can abort before the calling stack is exhausted.