Caching proxy for yum and debian repositories
The closest thing will probably be mrepo. It's run out of band from Yum itself, though. You'd set up local mirrors of your favorite yum repos with mrepo and point your yum clients to that instead. It handles apt repos also, if that's of any benefit.
There is also http://pulpproject.org that does similar things as mrepo. Currently it only works for yum, but folks are working hard adding support for other technologies. It supports Puppet today (2014) and the core was refactored so patches for Debian support are possible.