Yes, it's called a portable FM radio. It's wireless, it has an amp, and it works with your regular headphones!

Ok, seriously now. An FM radio walkman or something like that is about the only thing I can think of. You can get a plug-in FM transmitter for your CD player, vinyl rig, or other source of choice, make it broadcast on an empty FM band, and then pick it up with the portable FM receiver. This is the only system I can think of at the moment.