Things that present headlines in a horizontal scroll tend to be called tickers. (Probably due to there resemblance to old-school ticker tape printers.)
Anyway, try these:
- http://wordpress.org/extend/plugins/news-ticker/
- http://wordpress.org/extend/plugins/wordpress-news-ticker-plugin/ (may not do RSS)
- http://wordpress.org/extend/plugins/accessible-news-ticker/
They should all do pretty much the same thing, but they will differ in their appearance. If you don’t mind about the appearance, I would recommend the first due to the ease of management.