This may be a common question (so apologies in advance) but I have not been able to find an answer already available.

I would like to have the list of slide numbers of each section showing up in the header, with the number of each active slide highlighted. I have seen this in many presentations, but it does not appear to come with any of the usual themes (I'm using Warsaw).

Any help would be greatly appreciated!

@Gonzalo: here is what I mean happens with your solution. Take your code but replace the 1st frame with the following:

begin{frame}
\begin{itemize}
\item Item 1
\pause
\item Item 2
\pause
\item Item3
\end{itemize}


\end{frame}

then what you get is the following, meaning that beamer counted the two items in the list on the 1st frame as separate slides and added them to the total number, which is now 13 instead of the correct 11:

-

Here's one possible solution:

\documentclass{beamer}
\usetheme{Warsaw}

\newcounter{tmp}

\loop
\colorlet{mycolor}{structure.bg}%
\else
\colorlet{mycolor}{structure.bg!50!black}%
\fi
\ifnum\thetmp<\insertsectionendpage\stepcounter{tmp}
\textcolor{mycolor}{\thetmp}%
\repeat%
}
\begin{document}

\section{Test Section One}
\frame{test}
\frame{test}
\frame{test}
\frame{test}
\section{Test Section Two}
\frame{test}
\section{Test Section Three}
\frame{test}
\frame{test}
\frame{test}
\frame{test}
\frame{test}
\section{Test Section Four}
\frame{test}

\end{document}


The list of frames of a given section will only be visible for the current section (otherwise, the headline would look too crowded). For shaded sections (not the current one), just the shaded title will be visible.

Here are some images of part of the headline for some of the frames:

-
Thanks for your answer - it works if you have no list of objects within each frame, ie if you just write a sentence or word such as 'test'. It does not, however, if you have itemized lists. In this case it apparently counts the number of items as new 'slides' so you end up with a list of 100 'slides' in the header, rather the actual 20 or so. Is there a way out of this? –  Rui Nov 1 '12 at 10:03
@Rui My answer doesn't count number of items; it counts number of slides. In your question you said "list of slide numbers of each section" and that's exactly what my answer does. Now, apparently you don't want to count slides but frames (those are two different things). Please clarify if what you want is to count frames and not slides as you originally required. –  Gonzalo Medina Nov 2 '12 at 1:22
Gonzalo, sorry if I was unclear. I meant 'slides' as in pages in a handout of a presentation rather than number of pages in the pdf file of the presentation. Analogously to the slide counter in the bottom right corner, this is mostly for guiding the audience through the structure of the presentation, as for the audience's purpose the number of pdf pages is irrelevant. –  Rui Nov 3 '12 at 14:46
@Rui I am afraid I still don't fully understand the problem. Could you please edit your question and add a simple example showing the undesired behaviour and the required numbering desired? –  Gonzalo Medina Nov 4 '12 at 2:02