GOBI 3000 Cellular Module
Digi products such as the ConnectPort X4 or WAN 3G which support the GOBI 3000 cellular module include the ability for direct GPS support. However, without a special antenna, you will find the signal weak and the GPS only semi-reliable. This may be good enough for a static device which never moves, because as long as the device can get a signal once within the first few days, then you'll know where it is.
However, most of Digi's GOBI-enabled products include two SMA connectors for two cellular antenna. CDMA can directly use two antenna, but GSM only uses one, ignoring the second. You can remove one of the two antenna, installing a PASSIVE GPS antenna with a male SMA connector. You'll still need a clear view of the sky.
Manual PositionDon't have a clear view of the sky? Don't want to use a special antenna? Most Digi gateway allow you to manually enter a static position. For example on the Digi ConnectPort products, you can enter the latitude and longitude manually on the Configuration > Position web page.
You can obtain the information from a cell phone - sadly, most mapping apps show you a Google Map, but not the coordinates. On my Andorid devices, I use Yigiter's "Sensor Data Monitor" app (github.com/yigiter) as it gives me the raw GPS information in real-time.
USB / Serial ModulesAlternatively, many of the gateway (for sure any of the ConnectPort with a host USB port) can support some USB-based GPS units such as the USGlobalStat BU-353 (available at amazon.com).
Some of these gateways also support RS-232 models, which is listed under the Serial Profiles as GPS.