The Boost.Iterator specialized adaptor 'indirect_iterator' allows iteration over the objects pointed-to by a sequence. This could easily be implemented using boost::transform_iterator and a dereferencing function object, but the case of iterating over pointed-to objects is so common that it deserves its own convenience iterator. In my own code I know that iterating over the values or keys of an associative container is a common thing to do. I think they deserve their own specialized iterator adaptors if it is a common thing to do amongst Boost users in general - if it's more of a niche requirement then I agree that boost::transform_iterator + function object would be a better way forward.
BTW, I think that boost.bimap already provides them. I'd say that's a good reason to provide equivilent functionality for std::(multi)map and std::tr1::unordered_(multi)map.
Also function object wrappers for boost.tuple get<N> would really be useful. There's already a free function (boost::tuples::get<N>) that would work here (it is an actual function, not a function object, so the usual optimization issues are present), but it only works on tuples, not on std::pair - so it won't work with std::(multi)map and std::tr1::unordered_(multi)map.