I was just looking for something similar, and the best one for what I need seems to be the JQuery UI MultiSelect. It turns Multi-select boxes into a pretty slick dual-list view, with live filtering on the master list.
EDIT: New Development!
“Chosen is a JavaScript plugin that makes long, unwieldy select boxes much more user-friendly. It is currently available in both jQuery and Prototype flavors.”
I’m totally using Chosen on all select-using projects in the foreseeable future.