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In most jet fighters, the cockpit is a glass dome and the pilots are exposed directly to the sun.
In addition, they are wearing flight suits and full face helmets (most of the time).
I can only imagine that with no respite from the sun, the cockpit must heat up very quickly.
What measures are there for climate control or pilot comfort?
Yes. Fighter aircraft have air conditioning systems. In general, they are called as Environmental Conditioning Systems (ECS). Their primary functions (as far as cockpit goes) include,
Cockpit Pressurization
Heating/Cooling/air-conditioning
Windshield anti-fog/anti-ice
The systems usually use conditioned engine bleed air or this purpose. The cockpit air conditioning is usually managed by the pilot. For example, in case of F-15, the following system is available:
Image from f-15e.info
with the available controls listed as,
TEMP switch: A three-way switch to manage cockpit temperature. When AUTO, cockpit temperature is automatically maintained at the temperature selected on the TEMP knob. When MANUAL, cockpit temperature may be changed with the knob, but not maitained automatically. When OFF, it shuts down off ECS air.
TEMP knob: A rotary knob to set the cockpit temperature.
FLOW switch: A three-way switch to select air flow. MIN, MAX and NORM settings are available for minimum/maximum/normal air flow, respectively.
FLOW knob: A four-position knob to set the air source. When BOTH, bleed air is supplied from both engines. When L ENG or R ENG, bleed air is supplied from the left/right engine only. When OFF, no bleed air is supplied.
The following image shows the other controls associated with ECS.
Image from f-15e.info
From second-hand experience (I can say I am really close with a Tornado pilot), the Tornado has a compressor stage airbleed that directs some cold air directly in the cockpit.
He would describe it as a direct blast of air in the middle of your stomach, without any possibility to direct it elsewhere.
To answer your question, then, we can say that at least some military aircraft do have an air conditioning system, even if it is probably not the best system ever.
Searching a bit further, this book mentions a "Normalair Garrett system":
that, from a quick search, turns out to be the name of a british life-supporting system manufacturer, I would then suspect that this system is not limited to a few military aircraft, but rather to be quite widespread.
In the A7-E the air-conditioning system takes high pressure bleed air and passes it through the primary heat exchanger. After here it enters compressor wheel section of the a/c unit, where the heat exchanger reduces the temperature of the bleed air.
The A7-E cockpit temperature is maintained either manually or by setting the cockpit temperature with the temperature control knob. There is cockpit over-temperature protection which is provided in automatic and manual settings, and limits the cockpit temperature to 210 degrees F. See the image below for the pictures and locations of the controls.
The air-conditioning system also provides anti-exposure suit ventilation and this is controlled separately from cockpit temperature. In my squadron very few of the pilots used anti-exposure suites, and most used wet suits when flying over cold water (less than 60 degrees F).
The anti-g suit also uses air provided by the air conditioning unit.
While airborne, with an operable air-conditioning unit, the cockpit was very comfortable. This was true for the coldest to the hottest days I experienced. Full gear was: wet suit (cold water operations), flight suit, g-suit, LPA and survival harness, helmet with visor down, flight boots, Nomex gloves, and oxygen mask on. The oxygen was conditioned and so was always cool on the face, and not uncomfortable.
There were times where the system was not quite useful. While on the tarmac was one such time, and this due to limited power on the aircraft, and hence lower pressure bleed air. Don't remember it ever getting too bad though, because we could have the canopy closed. On the deck of the carrier we were required to have our canopy open, and without much power on the aircraft, there was almost no cooling. The environment on the deck was hot. Think big asphalt parking lot in Houston with Jet exhaust everywhere. It did become almost unbearable if you were subjected to someone's jet exhaust, which got trapped in the cockpit by the clam shell canopy, burned the eyes, and made it difficult to breathe.
I flew out to Lemore from China Lake to pick up a NATOPS Check Pilot to go through my flight safety test. It was a cloudless day and warm out, but not hot. On the way there the air conditioning failed and there was no cooling or heating. The heat in the cockpit built up quickly. I decided to press on and by the time I got to Lemore my flight suit was completely wet from head to toe from sweat. It was pretty bad in the cockpit. I drank a lot of water and sat down to brief with the other pilot. I asked him if I should re-schedule the check ride and he said we didn't have to. It was an experience I don't think either one of us had had up to that point. A very uncomfortable flight, but still not unbearable. Any longer flight time would have caused distraction from the physical discomfort, and dangerous dehydration.
