I remember on a previous thread Faith requesting a listing of all fossils and where they are found. I have stumbled across the
closest thing I to this I've seen so far - the Palaeobiology Database.
You can search by taxanomic group and obtain a listing of fossils ordered by age and location. There's a bit of info on each, including who found and identified each and when, and it's cross-referenced so you can see what other fossils are known from the same locality.
Not sure how comprehensive it is for all groups, but it's the most detailed such resource I've found so far.