Is there a list that could be found that lists all non retired sets that sell above msrp?

or perhaps sets that still appear on the lego site?

Only things I've been using are...

http://www.brickpicker.com/bpms/topsellinglegosets.cfm

A custom series of eBay searches of popular still in-store sets of completed auctions.

However, these don't answer your question or the need for this data in a single easy to view place.

Not an easy thing to do but you could go through each set in a year of release and check retail vs market price individually or just on the themes/sets you were most interested in.

http://www.brickpicker.com/bpms/search.cfm?searchterm=&year=2014