I know that SE is implementing this soon, but I found a website that already has a database of retainers. You can search by server, city, ward, item name, merchant name, and a few other fields. Thought this might help people at least till SE puts in their own system. www.ffxiv.yg.com
It looks like something you can just sign up for. Haven't added my own retainer to the list yet, as I don't know if there any security risks involved, but I have been able to successfully track down several items I was looking for already.