http://www.buske.de/download/020615.pdf
This looks like a truly epic dictionary of colloquial German - as well giving a translation, each and every word is also presented in context by a short passage. This would be excellent for advanced learners.
As well as German-English, there are versions for German-French, German-Italian, German-Spanish and German-Portuguese.
It looks like the folks at the Buske Verlag have really nailed it with this one! 
I had a quick look at the book and it looks great. I enjoyed reading the example sentences in German. They sound natural and have obviously been chosen very carefully. This is the kind of dictionary I could imagine reading like a novel. Of course, you should remember that people normally don’t use these expressions as commonly as they appear in the example sentences. If you put all the example sentences together to turn them into one dialogue, this would sound a bit strange because there would be an unnaturally high number of idiomatic expressions in that conversation.
If I had two wishes free, I’d ask them to translate the example sentences into English as well because then the book would be equally useful for learners of English (I know this is not their primary target group but in doing so they could kill two birds with one stone. By the way, this expression sounds a lot less cruel to me in German (zwei Fliegen mit einer Klappe schlagen) ;-)).
For learners of German, it might also be useful if they indicated whether the relevant expression is commonly used in Germany, Austria or Switzerland. In Austria for example nobody would say “das ist Jacke wie Hose” and many people won’t even understand the meaning of that expression. I have to admit that I find the way this expression is used a bit strange too since it ought to express that it does not matter if you do thing A or thing B, it is all the same anyway. But I can’t see how “Jacke” is the same as “Hose” 
In Austria we normally say “gehüpft wie gesprungen” since “hüpfen” and “springen” are basically the same movements. In dialect we sometimes also say “ghupft wie ghatscht”, “ghatscht” coming from “hatschen” which means something like “gehen”, sometimes also “mühevolles Gehen” (also as a noun: Das ist ein ganz schöner Hatsch - this is quite a strenuous walk, hike etc.) , “humpeln” usw.
@Robert: “…I’d ask them to translate the example sentences into English as well because then the book would be equally useful for learners of English…”
Yes, that does come as a bit of a surprise: normally the output of a German publisher is going to be aimed at native speakers of German, whereas this publication would seem to be aimed squarely at adult learners of German…
(BTW I find most of Buske’s stuff good - I like the way they give quite a lot of focus to minority languages.)
Ich habe ein kleines deutsches Grammatikbuch von Duden. Es ist für Muttersprachler und ich war sehr überrascht, als ich bemerkt habe, dass es einige Beispielsätze auf Englisch im Buch gibt.
118,00 Euro ist aber ganz schön heftig!
There is a German>Spanish version as well:
http://www.beck-shop.de/fachbuch/leseprobe/9783875486285_Excerpt_001.pdf
I seem to remember downloading a copy for free some time ago, but it was the German only version (no English translations).
See also:
which lets you create your own idiom list by word or category.
Example: umgangssprachlich - Redensarten-Index
@Veral: “…118,00 Euro ist aber ganz schön heftig!..”
Du hast Recht - bei diesem Preis ist das Buch wohl ein bisschen überteuert . Allerdings habe ich ein günstigeres Angebot bei Amazon.co.uk gefunden. (Immerhin aber £60.00…! :-0)