You'll have to be more specific. Are you referring to an actual critical care paramedic course, or a review course? There's a distinct difference between the two.
The former is often a semester or so long and typically offers some in-depth critical care paramedic education, the latter is anywhere from 2-4 days typically and just prepares you for what you "need to know" to pass the exam. If you're looking for an actual course, then there are only three that come to mind: Omaha, Nebraska (Creighton), Gainesville, Florida (University of Florida), and North Branch, Minnesota (Lakes Region EMS). I don't know if the one in Minnesota is still offering courses though.
As far as review courses, there are tons and some company's are even beginning to offer them online. It's becoming quite the oversaturated, and possibly diluted, market. Do your homework and go with a reputable resource. There's some good intel in the HEMS subforum.
Lastly, yes you can just sit for the exams so long as you're a licensed paramedic (this is whole nother topic of discussion in, and of itself). However, your comfort level with the exam/s will be based on your previous experience, education, training and critical care knowledge. All in all, they're still considered advanced provider courses beyond the standard SOP known to most American ground paramedics.
