Visual Studio does this with a little yellow vertical line beside the line number. It's very handy since one may wish to save changes if they are permanent; on other occasions the change is just temporary (eg the date in a SQL query) and can be discarded when closing.

PS - it would be great to be able to search these Feature Suggestions to see if there's already a relevant topic that can be updated. I'm afraid I gave up looking after page 4.