Well it depends on the keyboard, actually. Nord electro is a monotimbural (sp?) instrument... no splits or layers. My keyboard (roland RD-300sx) is a dual-timbural (sp?) instrument: either a layer or split but not both, and only with 2 sounds. So both of these would suck for prog, whereas a Roland Fantom you can layer 16 sounds in any combination of splits and layering. I imagine the Korg M3, Triton, Oasys, Yamaha Motif, you could do this stuff. Kurzweil as well maybe? Workstations are keyboards that do this.
One thing you could do is check out prog keyboardists and metal/rock keyboardists' web sites and see what gear they use. May or may not be helpful (Jordan Rudess has a list of all the gear he uses for studio and for live... it's a lot of gear though so it might be hard to know what he uses for what).
The only keyboard I've seen or encountered that can do what you're talking about is a friend's Fantom X that I've played a few times. For my purposes... not a good keyboard (jazz so I want rhodes, wurly, etc.) but he's into the dream theatre prog shit so for that he likes it. Korg is also something to considers. Yamaha Motif I think is mostly good at EP sounds (rhodes, wurly, clav, organ) and not so much with synth and pads so might not be what you want.
Hope that was helpful. I'm not a prog keyboardist so my knowledge is limited. It is gear based though.