A number of premium cameras, such as Canon PowerShot G12, Canon PowerShot S100, Nikon Coolpix P7100, Panasonic Lumix DMC-LX7
Travel zooms do not seem to have it
Some super zooms do have it, such as Panasonic Lumix DMC-FZ200 (but that is not an ultralight camera -- 20.7 ounces)
I see that one waterproof camera has it -- Nikon Coolpix AW100
Those are a few I know of -- have you tried the DP Review search function? I don't know whether it allows screening on in-camera HDR, but it seems worth a look.