wss 3.0 / moss 2007 have a more robust way to create this kind of list yourself, but there are no built in web parts that do it.
see here for Cross List Queries (discusses improvements in wss 3.0 / moss 2007 over previous version of sharepoint):
http://www.articlecity.com/articles/web_design_and_development/article_1246.shtmlhere is another example:
http://www.corasworks.net/Products/WorkplaceSuite/Features/parentchilddisplays.aspanother possibility, which may or may not work for your situation, is to create different views of the parent list (one for each department), and then use the page viewer web part to display that department's view of the parent list on the child site. not sure if that will accomplish your goal or not.