Is there any test, like Mann Whitney U test or Kruskal Wallis test, that allows me to include a categorical covariate (like an ANCOVA)?

Question

Here is my question: I want to know if there is a test that allow me to do an nonparametric ANCOVA. Let me explain: I am looking for a Mann-Whitney-U and a Kruskal-Wallis, but I want to include a categorical (not continuous) covariate into the analysis.