Do large-scale modes of variability (like NAM/SAM/ENSO) exist in the ocean?
The large scale modes of variability present in the atmosphere are also found in the ocean. There is a strong feedback between the two systems with wind, heat flux and atmospheric pressure modifying ocean surface conditions and with parameters such as sea surface temperature altering atmospheric conditions. 

A lot of studies have explored teleconnections in the ocean looking for instance at the EOFs of sea surface temperature. A good compilation of different atmospheric and oceanic time series and references can be found in Climate Indices: Monthly Atmospheric and Ocean Time Series.