Not sure I would call it a shift on the fly ... but the NH TC40D has a "turtle/rabbit" mode that allows you to go from a slower, more power drive to a faster less power drive in a given range without stopping.
I can be in a given range, hit the button on the bucket control handle and I will be in turtle mode, allowing me to push into the pile of dirt and lift it. Then, as I pull away, I jut hit the button and I will speed up and travel at a higher rate of speed without having to stop. I can do this in the lower range and the higher range. Now, if I want to go from the lower range to the higher range, I do have to stop.
With a full payload in the FEL and in the upper range, I find I do need to start off in turtle mode and shift to rabbit after I get going or the tractor may stall.