I have in my hand the Analytical Concordance tothe NRSV of the NT, by R.E. Whitaker & J.R. Kohlenberger 3rd.(Eerdmans publishers)
It does not seem to be quite what you are looking for. I is more similar to Strong's Exhaustive Concordance. ALthough it gives the Greek for many interesting phrases, it could not be used to teach yourself Greek from a formal Grammatical perspective.
On the other hand, I also have The New Linguistic and Exegetical Key to the Greek N.T. by C.L. Rogers Jr. & C.L. Rogers 3rd. (Zondervan publishers)
This book I think is more what you are looking for. It goes through the NT verse by verse and parses the unusual words, giving gender, number, case, voice, aspect, tense, etc. Not for every word, but every important or difficult one.
Another cheap solution to your problem of word lookup might be:
An Index to the Revised Bauer-Arndt- Gingrich Greek Lexicon 2nd Ed.,by F.W. Gringrich & F.W. Danker.
This is simply a listing verse by verse again of all the words requiring parsing, parsed (using abbreviations) with a quick definition and a numbered reference to BAG.
You don't need to own a copy of BAG to use this handy book, and it is in paperback from Zondervan.
Before spending about $30 or more on either of these books, try to check them out at a Christian bookstore.
IF you have to order from the publisher directly, look at their websites for more information.
I would still recommend a few other books if Greek is not your 'first language':
A Descriptive Analysis of Einai, by L. McGaughy
Idiom Book of NT Greek by Moule,
Biblical Greek by Zerwick (excellent)
Greek Grammar by Smythe (this book while exhaustive covers much more than NT Greek, but is indespensible).
You will eventually need to look at Septuagint Greek since it is quoted extensively in the NT:
A Grammar of Septuagint Greek by Conybeare and Stock.
I hope this helps!
Nazaroo