They probably have a warranty, but now what kind of warranty is the question. They might only have a 30 day one... Which if your controller lasts 2 months (~60 days) means you're out of luck. So in that case there's really no point in trying to go through warranty.
Though they don't really care about returns either so long as they keep selling the product. I mean what they make them for is cheap compared to what they actually sell them for. (It might take them like $5 to make a controller but they then sell it for like $30. Even if they have to pay shipping and game stores get a cut of the money for selling it... they still make more than enough that they don't care.)
Take a listen to one former EBgames (Gamestop for you in America) worker and what he had to say about this type thing...