They exist. I seem to recall seeing them in a magazine (Real Simple, maybe?) very recently. They were talking about how you can use them to lower your energy expenses if you're a "work at home" type - they're the sort of thing that could sit on your desk and keep your work area warm without having to heat space you're not using.
Or you could buy a pair of those glove/mitten hybrids. They work great for typing while keeping your hands and (most of) your fingers warm at the same time. When I'm not typing, I can pull the mitten part down over my fingers to keep my fingertips warm.