It is called 'Customer Account Breadcrumbs' (Anais_Breadcrumbs). It's not a big technical achievement but I saw some people on the forum requesting this.
All it does is it adds breadcrumbs to the customer account pages.
You can select from the back-end to enable the breadcrumbs for all the available account pages or select from a list the pages you want to have breadcrumbs.
It works Magento 1.4.2.0, 1.5.0.1, 1.5.1.0 and 1.6.0.0.
I have a hunch it works for previous versions also, I just didn't test them.
It has also been tested on Magneto Enterprise 1.9.1.1 but it doesn't work for enterprise specific pages (Gift registry, Reward points, ...).
The extension can be found here http://www.magentocommerce.com/magento-connect/AnaisSoftware/extension/8220/anais_breadcrumbs
Waiting for your feedback.
Cheers,
Marius.