As far as I know, all biotic nitrogen fixation is performed by prokaryotic organisms such as Rhizobium. I don't know of any plants which can carry out this function on their own.
Plants can't use atmospheric N2 because it is held essentially inert by the nitrogen triple bond. The process of reducing N2 to NH3 which is usable by plants can be summarized:
N2 + 8e- + 8 H+ + 16 ATP -> 2 NH3 + H2 + 16 ADP + 16 Pi
(where Pi is a phosphate group)
Nitrogenase catalyses the reaction reducing N2 to NH3 by adding H+ and electrons. The whole process requires 8 ATP and is therefore energy intense.
In order to perform this coversion, bacteria require sufficent carbohydrates from decaying matter or plant vascular tissues (this is how Rhizobium derives energy from the host plant).
However, I should add that bacteria often have a mutualistic relation with the plant to perform this function, so in this sense you could say that plants can fix their own nitrogen.
There are also "free living" ammonifying bacteria in soils.
Ref
Science and the Garden, eds. Ingram, D.S., Gregory, P.J., Blackwell, 2008
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