Claymore recently filed with the SEC to create a Frontier Markets ETF. This is a link to the article: http://www.usnews.com/blogs/money-matters/2008/04/08/new-ways-to-invest-in-the-far-out-frontiers.html
Also, TRAMX is a retail mutual fund that invests in Africa & the Middle East, a big component of frontier markets.
No others that I am aware of.