Like the little handle on range inputs. You can style that, but it's different in all the major browsers. It's either ::-ms-thumb, ::moz-range-thumb, or ::-webkit-slider-thumb. Obviously an area that would benefit from standardization.
The exact (pretty much) browser support levels for these style of pseudo elements. It's pretty darn deep, folks, and you can do really cool things with them while keeping your markup clean.
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*May or may not contain any actual "CSS" or "Tricks".