I run a simple, basic system: arch linux with the i3 window manager. But my file save/open dialog is certainly quite fancy: see this screenshot. It dynamically updates and indexes the files as I start typing into it. It can make links and so on and so forth.
Does anyone know what package this is a part of? I think I've installed gnome, xfce or cinnamon when I was deciding between desktop environments and window managers a while ago. So it could be the remnants of any of those packages, but I can't tell which one it is.