Hi nic74. Welcome to the forums.
There are lots of options available out there. For example, I Googled "jQuery thumbnail gallery" and came up with this link, amng many others:
You can see a few galleries on there that may do what you want.
You don't necessarily need these to be WP specific, as you can use them on any site. But if you want a pre-made WP plugin, add that to your search parameter.