in the USA.
as a technical matter? no. only congress can write and change the laws. it's not uncommon for the courts to override executive orders that try to make new laws, as opposed to interpreting laws. that was the principle upheld in youngstown sheet & tube co. v. sawyer, 343 US 579 (1952).
but the executive branch has an enormous amount of discretion as to how to interpret the laws in the absence of a judicial decision requiring the administration to act in a particular way. for example, whether to prosecute a given violator is ultimately a matter of prosecutorial discretion. obviously, it's impractical for law enforcement to go after every single person who violates the law. go on any freeway and you'll see people breaking the law left and right.
the current immigration executive order has to be understood in that context. essentially, obama has decided that there is nothing to be gained in enforcing the immigration laws against certain classes of persons. in principle, at least, it's no different from a district attorney's office refusing to prosecute jaywalking cases.
what is different about the recent executive order is the scale-- reagan and bush 41 established a similar program to fill a gap in the immigration reform and control act of 1986. dissatisfaction with this program led to further reform in the form of the immigration act of 1990.