As others mention below, the Dodd-Frank Wall Street Reform was a major statute that created a more even playing field for consumers securing a real estate loan (and many other financial services). Due to this I noticed many are ansewring NO, costs are not negotiable.
However, my answer however is YES. Why? Because, there are still some misc. items you can shop around for that contribute towards "closing costs". Ask the mortgage broker to take you through the GFE (which you should receive a few days after applying) and point out each line explaining what the fee is, where it comes from, and if its something that is fixed by their company, fixed by regulation, or an item that can be shopped around for. If you are shopping between lenders themselves compare the GFEs. More than likely, the GFE you get from one lender will differ from the GFE from another and here is why:
1) Legal fees - sometimes you can avoid paying additional attorney fees by having your lawyer represent you and then work as the closing agent for the bank. Additionally, the closing agent has the ability to lower the fee they charge the bank and thus change this line on the HUD.
2) Appraisal, Credit, and administrative/underwriting fees - ask your contact if they are able to give you any kind of credit towards these expenses.
Ask them! It can't hurt to ask.
Taxes, and recording fees are obviously set by the town you are buying in and are non-negotiable.
I've added a link to the Wikipedia, which provides a great overview of potential line by line costs you may see on your GFE/HUD. It's a resource I use for my clients as well.
Best of luck!