There exists a self-consistent, self-interacting gravitational solitons called "gravitational geon" within general relativity. As Marek said above, gravitational field is non-linear and self-interacting so energy momentum of gravity wave itself will produce bound states. You can read a bit more about it in a following Wiki page:
One important contribution that the Wiki page missed is that you can get a half-integer spin geon from pure gravity, a work by Friedman and Sorkin.
As far as I know there are not much development in quantum mechanical aspect of them.
This post imported from StackExchange Physics at 2014-03-11 10:27 (UCT), posted by SE-user Demian Cho