Far as I know, there are commercial TMS and DevExpress multi-slider components, a free one (which I often use, with nice options) called MultiSlider, but it's written in C++.
Regarding free Delphi multi-slider, this one may be of interest (a simple one):
ImageEn does it using a TRulerBox (in ImageEn component folder). You can see an example of it in previews.pas (you need to remove the IEINCLUDEDIALOGIP IFDEF and reopen it to view the form).