CPWizard is setup to work 'out-the-box' for mame games. It takes a little setting up, but can get up and running with a second monitor. Link here:
http://headsoft.com.au/index.php?category=cpwizardI believe Headkaze may be either updating the standalone, or
maybe updating it to work with the new version of GameEx (GameEx Evo) - on the teaser trailer, there's a brief section that show button mappings for individual games.
I played around with CPWizard for a while. Like I say - I works great for MAME setups. Bit sticky getting it to run on a second monitor, but it could have been me

The Emulator side wasn't overly developed, but I also got it up and running with a few systems. Problem was, there were no map files for emulator systems, that's why I'm deep in designing a database to produce these (still very WIP). I'm awaiting the GameEx Evolution release to see if controls mappings are built into this, but if not will be returning to develop it further...
I think there are others. One's called "Johnny 5" - not sure still being dev'd. The other (Marquee Magician???) uses IfranView + I could never get this up and running, although I know others have.
Good luck on this one. Feels a little bit like a Holy Grail of Emulation systems to have a good database of controls and also software to display these.
Oh, what I'm using at the moment is this:
http://www.gameex.info/forums/files/file/46-controller-image-kit/It displays a default setup for each emulator on my second display. Edit the file, export a png and then get your front end to do it's jiggery pokery to display it wherever:

You can use it with a plugin in GameEx to display an individual image matching the game name (so could display individual controls for each game). Of course, it may take a long time to create each individual game, that's why I'm waiting/aiming for fully automated like CPWizard.