We can obtain "absolutely perfect CONFIDENTIALITY" using the one-time pad. Is there such a thing as "absolutely perfect INTEGRITY"? The OTP (one-time pad) gives us perfect secrecy. This is the very best confidentiality available in this universe. (Although it does require large keys, which is beside the point of this question).

The problem is such encryption does not attain integrity. So my question is, is there such a thing as perfect integrity?
Yes, there is the one-time MAC.  This is a scheme which ensures that an adversary (even one with infinite computational resources) has a negligible chance of altering the message or forging a fake message without detection.

Edit to add: Mikero's comment and the other answer demonstrate that we need to be clear about what we mean by "perfect" integrity.  "Perfection" is a rather nebulous term, so  I will provide a rigorous definition as I understand it, and contrast it with a similar definition for "perfect" confidentiality.  Hopefully, even if you disagree with my definitions you will be able to see why I think one-time MAC can provide "perfect" integrity (as I define it).

Perfect integrity and perfect confidentiality can both be defined in terms of games.  Let's do the confidentiality game first:

Confidentiality Game:

You have a Challenger, an Adversary, and an encryption scheme (e.g. a block cipher using a Mode of Operation, or a stream cipher, or the OTP).  The Challenger and Adversary agree upon a length limit $\ell$, which is the total length of all messages that will be encrypted by the Challenger during the game.  The Challenger selects a key from the defined key-space of the encryption scheme uniformly at random (e.g. for AES-128 it would select a 128 bit string from all such strings, and for a OTP it would select a string of length $\ell$ from all such strings). 

There are two phases to the game - first a query phase, and then a challenge phase.  In the query phase, the Adversary can submit chosen plaintext queries to the Challenger, who encrypts them using the scheme and the selected key, and presents the resulting ciphertexts to the Adversary.  

During the challenge phase, the Adversary selects two messages that are of equal length, $m_0$ and $m_1$, and submits them to the Challenger.  Note that the total length of all the queries added to the length of $m_0$ must not exceed $\ell$.  The Challenger selects a single bit $b$ uniformly at random, encrypts $m_b$, and presents the resulting ciphertext to the Adversary.  The Adversary outputs a single bit $a$ which is its guess as to the value of $b$.  If $a=b$ then the Adversary wins the game, otherwise it loses.

An encryption scheme provides $\ell$-wise perfect confidentiality if and only if there is no Adversary (not even a computationally unbounded Adversary) who can win this game with probability greater than 0.5.  Note that a one-time pad provides perfect confidentiality in this sense.

Integrity Game:

You have a Challenger, an Adversary, and a MAC scheme.  The Challenger and Adversary agree upon a total number of messages $n$ that the Challenger will authenticate during the game, as well as $\ell$ the total length of those messages, and a tag length $\tau$ (e.g. they can agree that the MAC tags will all be 64 bits long).  The Challenger selects a key from the defined key-space of the MAC scheme uniformly at random.

As before, there is a query phase and a challenge phase.  During the query phase, the Adversary can submit up to $n-1$ messages to be authenticated to the Challenger, who generates the corresponding MAC tags for those messages and presents them to the Adversary.  During the challenge phase, the Adversary outputs a message $M$ (which cannot be the same as any message submitted during the query phase) and a tag $T$.  The total length of the queries and $M$ cannot exceed $\ell$.  The Challenger generates the MAC for $M$, and if that MAC is identical to $T$ then the Adversary wins the game, otherwise it loses.

A MAC scheme provides $(n,\ell,\tau)$-wise perfect integrity if and only if there is no Adversary (not even a computationally unbounded Adversary) who can win this game with probability greater than $1/2^{\tau}$.  Note that a one-time MAC provides perfect integrity in this sense.