http://www.vim.org/scripts/script.php?script_id=3361
http://www.vim.org/scripts/script.php?script_id=1800
Some screenshots:
http://nathanaelkane.imgur.com/indent_guides
http://viming.blogspot.com/2007/02/indent-level-highlighting...
Of course, you can also get rainbow parenthesis in vim via:
:let g:lisp_rainbow = 1
Edit: actually, come to think of it, I seem to recall hearing that the slimv[1] plugin can do this. But I haven't really played with it myself.
[1] - http://www.vim.org/scripts/script.php?script_id=2531