Yep, every hybrid has two or more species ancestors. You might have to go back many generations, but the species are where all our hybrids come from.
Some lilies however are a selection from just one species; 'Uchida', for example, a famous Lilium speciosum selection. That means both its mum and dad were L. speciosum plants, but it had outstanding characteristics and was distinct enough as an individual to be named and increased vegetatively.