Fly Me to Some Rum, Mon!
I am assuming you don't mean light or flavored rums but premium sipping rums.
I haven't come across a rum flight yet except for special rum tasting events. If you do want an extensive list of rums to choose from, Brandy Library is the best spot that I know of. Here's a link of their selection:
Curiously, they have flights of SIngle Malts and other spirits but not Rum. The Doorley's is fantastic IMHO in the lesser price range and everything I've had from Guyana has been terrific.