ProofHQ makes proofing artwork collaborative
But as far as I know none have concentrated on the single core use for many companies, which is just proofing artwork As commenters below rightly pick me up, there is Conceptshare, Octopz, Cozimo, and Thinkature.
However, London-based ProofHQ, in private beta since January, launches today aiming at the UK and US markets for proofing artwork specifically. I tried out the app and it is pretty slick. The cool thing about the proofs, is that they can be embedded into any web page, so ProofHQ documents can can also be integrated into project management applications like Basecamp or Huddle.