I looked for one of these recently, as I have seen them, but I believe they are only bundled with some commercial themes.
I ended up making one using CPT's and jQuery Tools, it was pretty simple. The steps,
- Create a CPT with only the featured image upload ( to keep ad size to 175px x 150px in my case) and 1 meta box for the ad link url.
- Create a function that uses
WP_Query to get the ads from the CPT.
That was about it, jQuery Tools and jQuery UI both support auto-scrolling and circular looping, so no matter how many ads you have the are always showing in a seamless loop.
ps. I do have this on github as a plugin, but it is not user friendly at all, if you're a developer you might find it useful but it was written very quickly and only works for a horizontal slider.