Yes! Steroids are part of the group....it's all Performance Enhancing Drugs. So is/are HGH (homan growth hormone) and EPO (Erythropoietin ... another supplement, a hormone actually, that helps blood carry more oxygen) http://en.wikipedia.org/wiki/Erythropoietin
In Jim Thorpe's case he was persecuted because the hypocritical Olympic officials of his day considered the money he received as a semi-pro p/t baseball player before he was in the Olympics, made him a professional athlete. His infraction had nothing to do with drugs, but was related to the hypocricy of those times.
FWIW, In 1983 that hypocricy ended by restoring his olympic medals posthumously, which didn't do much good to Jim. He died poor and penniless of alcoholism and in shame - attributable to the scandal.