Yes, there is, the mail client integrated in Opera Mail does this: "Learn from messages added to or removed from filter: allow Opera Mail to train itself into recognizing which messages belong in the filter, and which do not. This can act as a substitute for adding rules, or in addition to the rules. It learns from the messages you remove or add." http://www.opera.com/browser/tutorials/mail/sort/

I love this feature.

It is also possible to use POPFile with any client and IMAP server. http://getpopfile.org/