OpenOCD with FT2232H on Arduino Mega (ATmega2560)
The chip seems to support it:


  Multi-Protocol Synchronous Serial Engine (MPSSE) to simplify synchronous serial protocol (USB to JTAG, I2C, SPI or bit-bang) design.  


You'll have to play with the drivers,
and check to see that Arduino brought all the JTAG pins out to header pins.