Uhh... Cy Young threw a perfect game for you guys back in 1903, though it's your only one.
http://en.wikipedia.org/wiki/Cy_Young%27s_perfect_game
It was technically pitched for the Boston Americans, but it's the same franchise as the Red Sox, just before they officially adopted that name.
thanks for the look up....how about them Cubbies today beating up the dead sox?