There is the: Pali Tipitakam Concordance: Being a Concordance in Pali to the Three Baskets of Buddhist Sciptures in the Indian order of letters, listed by F.L. Woodward.
3 Volumes
Available from the Pali Text Society:
http://palitext.com/
Not much use if you are not familiar with and have the Pali.
A concordance is a work giving the page locations of a list of words or words in passages of a given work or set of works.
A good way to quickly find passages you are looking to research is to use the Pali English Dictionary. (also available from the PTS, and on line at:
http://dsal.uchicago.edu/dictionaries/pali/index.html )
The problem with both of these is the need to look things up using the Pali ordering of the letters.
Another way people are using is to look up key words in the CSCD which will give the Sutta Citation which can then be looked up in the various translations available.
Obtain the CSCD from
the Vipassana Research Institute
http://www.vridhamma.org/Chattha-Sangayana-CD-ROM-Update