The ExoMars Entry, Descent and Landing Demonstrator Module (EDM) Schiaparelli was configured to broadcast a UHF beacon throughout the entry, descent and landing phases using multiple transmitters and antennae. The Giant Meter Wave Radiotelescope (GMWR) - an array of roughly 30 dishes of 45 meters diameter each - was able to receive the signal during at least the first part of the descent.
Were the previous Mars landers configured to transmit beacon signals, or even data during entry, descent, and/or landing?
It doesn't have to be intended to be heard on Earth - configuration to signal an orbiting spacecraft counts too.
edit: I had originally read (somewhere) that Schiaparelli was only transmitting a beacon signal. But after reading this BBC article I found this ESA update Schiaparelli Descent Data: Decoding Underway that explains that the transmissions were spacecraft telemetry, and it was received both by the GMWR on Earth, and by the orbiter ExoMars TGO satellite - even while it was busy putting itself into Mars orbit.