Any camera that records to a brand new mini-dv tape, whether it be DV or HDV, will seperate each recording into its own clip.
If you capture using "in and out points", you are "logging" your tapes (telling your computer which parts you like on the tape, then telling it to grab all those clips off the tape automatically).
iMovie uses the capture "now" style (just taking everything off the tape without logging). Final cut express and final cut pro can do this too....just look for the "now" button in the capture window.
If you use a brand new minidv tape, and capture "now" in FCE or FCP and don't see multiple clips when you're done, go to Modify -> "dv start/stop" -> detect dv start/stop and FCE and FCP will break up your one clip into all the different scenes you shot.
The downside to logging tapes is that you wear out your camera MUCH faster because you are using it as a VCR, not a camera.
Hope that helps,
Brian