I think Merrill still has the CMA. Then there is the Schwab One account. Scottrade as well, IIRC. http://www.schwab.com/public/schwab/home/account_types/brokerage/schwab_one_with_ic.html
Fidelity, Schwab, TD, E*Trade, ML, various Penson cleared brokers (MBT, Trademonster), Franklin-Templeton, IBFX (the fx firm, not Interactive Brokers), Smith Barney, Ameriprise...