You can refinance without paying any closing costs upfront, but you should know that doesn’t mean that those costs are simply forgiven. On the contrary, they are, in a way, moved to your principal or exchanged for a higher interest rate.
Therefore, even though it might look like you’re getting a great deal, keep in mind that, if things sound too good to be true, they probably are. You should know that getting a no-closing-cost-refinance deal on your mortgage just means paying for it a bit later.