Yes, you should bring a cover letter to an interview. A cover letter is a great addition to your resume, and most employers expect you to have one. If you plan on bringing a hard copy of your resume to the interview you should also bring a copy of your cover letter.
A cover letter gives you the opportunity to introduce yourself to the employer, as well as provide information not listed on your resume. Additionally, while the hiring manager has likely already reviewed both your resume and cover letter, there may be personnel at the interview that have not. Bring a couple copies of your resume and cover letter as a backup.