You could use the same type of thing that is used in the forum that shows unread posts.
If you have a text widget and something like the Exec-PHP plugin installed you could use the same code that displays unread posts.
Something like:
<?php
global $spThisUser;
sp_forum_api_support();
sp_UnreadPostsInfo('tagClass=spRight spUnreadPostsInfo&spanClass=spLeft&iconClass=spLeft spIcon', __sp('%COUNT% topics with<br />unread posts'), __sp('Most recent topics with unread posts'), __sp('Mark all topics as read'));
?>
The CSS might or style may need to be adjusted but that should show the unread list on every WP page where the widget is active.
The codex entry sp_UnreadPostsInfo shows more info on that function and how you can change it if needed.