No protein HMM libraries are currently available. At least two groups are working on large protein domain and protein structure HMM libraries, based on HMMER code; watch this space.
Gos Micklem (gos@sanger.ac.uk) uses HMMER and BLAST to annotate repeat families in human genome sequence. In particular, he has a good model of Alu repeats.
Richard Durbin and Steve Jones (rd@sanger.ac.uk, sjj@sanger.ac.uk) have a library of HMMs describing known Caenorhabditis elegans DNA repetitive element families.