Views Proximity Search on Latitude / Longitude
We've done this with OpenLayers
https://www.drupal.org/project/openlayers
and Openlayers Proximity
https://www.drupal.org/project/openlayers_proximity

I wrote a blog article which in part describes how to create a OpenLayers map and Openlayers Map Views overlay with CiviCRM Event location plotted on a map.
This should give you enough pointers to design your own Openlayers Map, View and get you started:
http://jackrabbithanna.com/articles/drupalcivicrm-integration

This article does not include the Proximiy functionality you are looking for, but just install Openlayers Proximity and the filtering will be made available in the Views UI