Looking at grad school shopper I found U Wisconsin has MS and PhD programs in engineering physics. http://www.engr.wisc.edu/ep/ep-academics-graduate-programs.html [Broken]
If you are looking more along the lines of EE/Physics, I believe that electrophysics programs are designed to be somewhere between physics and EE, but I don't think this is as popular as an EE or physics graduate degree. A lot of the topics are in either physics or engineering graduate programs. On the other hand, some may be split. For instance, Illinois has both nuclear physics and nuclear engineering graduate programs. Assuming you're interested in nuclear, you would decide which you would apply to based on possible research topics.
A number of universities offer engineering physics at the undergraduate and graduate level.
University of Illinois, Urbana-Champaign (undergrad) http://physics.illinois.edu/undergrad/ep-options.asp
http://provost.illinois.edu/programsofstudy/2013/fall/programs/undergrad/engin/engin_physics.html [Broken]
One would have to contact the department to check on the graduate program, but I believe they may have only a Physics or Engineering program.
I believe RPI has EP in their graduate school. http://mane.rpi.edu/academics - "The department offers graduate programs in mechanical engineering, aeronautical engineering, nuclear engineering, and engineering physics." Contact th department for more information.
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