I think it might be called a pillow drape perhaps, I recall seeing one on my grandmothers bed
OK so my dang curiousity kicked in I found this on Ebay they called it a pillow scarf, I tried to find the shams but must not of put in the right wordings :(
http://cgi.ebay.com/2-2-HaNDMaDe-WHi...item23121b9ef7