Eclipse CDT is supposed to support this
... with something called RSE. But as documentation is confusing at best, and everything about it is unintuitive, it's very hard to set up. After a long while of trying to make sense of it all, I barely got it working. And then it all crashed every 5 minutes.
NetBeans supports this natively
Netbeans is by far the best option I've found. Set-up is a breeze, everything is seamless and works really well. The only drawback is that Netbeans has a very slow C++ parser which makes it quite painful to work with. So I imagine that the same set-up for java development would be nothing but joy.
Code::Blocks supports this through a third party application called Uniwin
It isn't tremendously hard to set up, but as far as development environments go, C::B feels amateurish and dated.