As far as I know, there's no such ready to use package similar to
fncychap. However, you have some possibilities:
memoir document class has some predefined chapter styles (see Section 6.5 Chapter headings of the manual). You can easily use one of those predefined styles or define your own (the manual has examples). If you want to use some of the predefined styles but don't want to use
memoir, you can easily see how the styles were implemented and use this to implement them yourself (using the
titlesec package, for example).
titlesec package lets you define your own styles (the package documentation has some examples).
classicthesis package also defines some styles; again, if you don't want to use the class, you can use the styles as an inspiration; the package defines the styles using the
titlesec package, so you can easily see how the styles were defined.
Vincent Zoonekynd has in
this page a collection of some styles and the code is available (thanks to Thérèse for helping me to find the link).
Some time ago Stefan Kottwitz designed a fancy chapter style using
titlesec; you can see it (code available) in his blog
Lian Tze Lim from the Malaysian LaTeX User Group has another fancy design (inspired on Stefan's) and you can see it
here. The author provides links to the code. (Thanks to rvf0068 for providing the link).
Personally, I don't like much the styles designed by