Ethernet Hardware Firewall - Do They Exist

We are in the process of buying a server to co-locate

All the server centre's we look at are trying to charge lots of money for firewalls

We have looked into renting and buying firewalls

but all the bought ones seem to be in the form of 1U

my question is this:

Is it possible to have a firewall that fits inside a 1U rack?

...something like a network card with an inbuilt firewall

does any hardware like this exist or will we need something that takes up a 1u space?