I have a portable gaming station that uses an external gpu adapter. I have a GTX560ti in an enclosure with a power supply that is connected to my Thinkpad x220 via expresscard adapter. There's a few forum communities devoted to this kind of thing, with the new agenda atm is to make use of Thunderbolt ports on new generation laptops.
http://www.hwtools.net/Adapter/PE4L.htmlThese aren't the specific parts I used for my portable battlestation, but it would be the ideal start to browse for parts that could be incorporated into an expresscard->usb adapter of some sort if someone were to try some experiments.