Switching AC to AC voltage (not current) converter
Regarding the second and third parts of your questions: In essence, motor drivers (variable frequency drivers etc) are very similar to what you are trying to do. You just need somewhat different control software (and perhaps some external coils, I believe that many VFDs rely on the motor inductance for filtering, but don't quote me on that, I am not an expert on these devices). UPS systems also sometimes use such devices. They still generally work by switching to DC first, just because it is easier to work with (even your AC-DC power brick will go from AC to high voltage DC, which it turns into much higher frequency AC, which it then sends through a tiny transformer to turn that back into DC - so it is AC->DC->AC->DC!) 

The reason they are not readily availabe for consumer is because there is little demand. This is for two reasons:


Most people don't move between 220/230/240 V regions and 110 V regions. Hence you won't be selling a lot of these devices. 
A lot of modern electronics uses either a switchable mains transformer where you can select the voltage with a small switch (or sometimes an internal jumper), or use switching AC/DC supplies that can work on a wide range (100 V - 250  V) of input voltages - in both cases removing the need to use a setop down/step up transformer. So even if we did move between the two, you won't be needing one in most cases. Apart from simple devices such as a kitche mixer, I cannot think of a single device in my house that would need to have an external transformation of 110 V to 240 V or vice-versa.