Time Warner and Directv did have MSNBCHD only during the time of the olympics and then they took it down for some reason. So there is an actual channel.
That was CNBC HD that Time Warner picked up for the Olympics. The Olympics were the only thing in HD on that channel since it normally broadcasts in upconverted SD video with HD graphics only.
There is no MSNBC HD. They've been having some serious budget cuts lately, which is probably the reason the switch hasn't been made.