There are basically two ways to do this (where your domain remains in the URL unlike a simple redirect)

1) URL Cloaking - which is basically a dynamically generated frame page which hides the URL because the frame page is still pointing to the vanity domain. In many cases the frame is zero height so you don't even realize that there is a frame. The main disadvantage to this is that is uses frames and all that implies. There are many companies doing this, just search for URL cloaking and you will find some. One company is http://inexpensivedomains.com/forwardingservices.htm

2) Reverse Proxy - This is a better solution since it doesn't use frames and serves up normal pages. In fact many corporate web sites use this to provide security to their internal web sites. You can restrict what pages people can hit, and only allow certain types of traffic etc. Sophisticated systems can load balance and provide other services. I don't know of anyone offering this as a service. This is a superior solution but it would suffer from having an additional delay for each hit (while the proxy rerequests the info you wanted from the other site). This can be minimal if the site is on the same network or is close. Some reverse proxies can also cache to improve speed for static content and images. Squid is a popular reverse proxy product. Inktomi does high end caching of content but is expensive.

So other than a simple redirect where your URL is lost immediately, these will allow your URL to stay in the browser window. Reverse proxy is probably the better solution if the added request time is acceptable but it might be hard to find someone who would do this for you, since all your traffic will now go through them, in which case it might be cheaper to just go with a web hosting provider that will either give you an IP or at least a virtual host and you don't need either of these solutions.

-- Anonymous, September 15, 2001