What churches identify themselves as being Modalist? There are a number of denominations that are labeled as being Modalist, such as the United Pentecostals, and others associated with Oneness Pentecostalism whom subscribe to the nontrinitarian theological doctrine of Oneness. However, although some Oneness theologians indicate that the doctrine of Oneness and Modalistic Monarchianism are essentially the same, and that Sabellius–from whom the concept of modalism originates–was basically correct, I've yet to discover any churches that identify themselves as being Modalist by definition. 

Are there any churches that identify themselves as being Modalist? Or is it a term used only by Trinitarians to label Oneness denominations as heretical?
The label modalist has been so strongly stigmatised over the millennia that we shouldn't expect to find anyone who calls themselves one now. Regardless of whether it is in reality a correct or incorrect understand of God, in our language it is basically defined as a heresy. And no one wants to be known as a heretic.

Sometimes people have reclaimed stigmatised labels (such as the LGBT community reclaiming queer), but those who believe in modalism have instead come up with new synonymous terms, one of which is the Oneness of God. A church which proclaimed that they taught modalism would scare away any potential visitors, but a church which proclaims the Oneness of God? That sounds more enticing.

David K. Bernard is the general superintendent of the United Pentecostal Church International. In his book The Oneness of God he plainly and openly teaches modalism, and declares that Oneness is a new synonym for it (emphasis added):


  We also explore the relationships and distinctions
  among the three terms of Father, Son and Holy
  Ghost. Do these terms identify three different persons
  or personalities in the Godhead? Or do they
  indicate three different roles, modes, functions, or
  offices through which the one God operates and reveals
  Himself? (p125)
  
  In a similar way, the Holy Ghost or Holy Spirit
  is not a separate person from the Father any more
  than a man and his spirit are separate persons. Holy
  Spirit just describes what God is. First John 5:7 says
  that three bear record in heaven; that is, God has
  recorded Himself in three modes of activity or has
  revealed Himself in three ways. He has at least three
  heavenly roles: Father, Word (not Son), and Holy Ghost.
  Furthermore, these three roles describe one God: “these
  three are one.” (p141)
  
  The Bible speaks of Father, Son, and Holy Ghost
  as different manifestations, roles, modes, titles, attributes,
  relationships to man, or functions of the one
  God, but it does not refer to Father, Son, and Holy
  Ghost as three persons, personalities, wills, minds, or
  Gods. (p144)
  
  The modalist doctrine is usually explained simply
  as the belief that the Father, Son, and Holy
  Ghost are only manifestations, or modes, of the one
  God (the monarchia), and not three distinct persons
  (hypostases). (p248)
  
  Basically, modalism is the same as the modern doctrine of Oneness. (p318)
  
  Thus Oneness is a modern term basically
  equivalent to modalism or modalistic monarchianism. (p321)
  
  Sabellianism. ... The doctrine is basically equivalent to modern
  Oneness. (p324)


The UPCI website says that one of their doctrinal distinctives is the Oneness of God. It also has a tract arguing for the doctrine. The words 'modalism' and 'modes' aren't used, but clear synonyms are (emphasis added):


  1. Is the word trinity in the Bible? No.
  
  2. Does the Bible say that there are three persons in the Godhead? No.
  
  3. Does the Bible speak of the Father, Son, and Holy Ghost? Yes.
  
  4. Do these titles as used in Matthew 28:19 mean that there are three separate and distinct persons in the Godhead? No, they refer to three offices, roles, or relationship to humanity.
  
  13. Who is the Father? The Father is the one God, particularly as revealed in parental relationship to humanity. Deuteronomy 32:6; Malachi 2:10.
  
  14. Where was God the Father while Jesus was on earth? The Father was in Christ. John 14:10; II Corinthians 5:19. He was also in heaven, for God is omnipresent.
  
  46. If God and the Holy Ghost are two separate persons, which was the Father of Christ? Matthew 1:20 says that the Holy Ghost was the Father, while Romans 15:6, II Corinthians 11:31, and Ephesians 1:3 say that God was the Father. There is no contradiction when we realize that God the Father and the Holy Ghost are one and the same Spirit. Matthew 10:20; Ephesians 4:4; I Corinthians 3:16.
  
  56. Can Trinitarians show that three divine persons were present when Jesus was baptized by John? Absolutely not. The one, omnipresent God used three simultaneous manifestations. Only one divine person was present--Jesus Christ the Lord.