Sort of like Draw Something, but a super baby version. Just a black line that is drawn following the cursor.
I would like to know this as well. If you take a look at Tim's mouse trail particle system at http://forums.adobe.com/thread/1096545?tstart=0, you can see that if the particles never got disposed of, it would do what you are asking. But I wonder how quickly doing something like that would consume all available ram.