Question: I know there are devices to measure power (e.g., dynamometers) but I can't think of any example of a device that measures work directly. Is there such a thing?

Answer: 
Several things that we don't normally think about as "work meters" effectively measure work.

For instance, if you marked a spring scale with energies instead of forces, you would have a device that measures work done to it.
I'm having trouble thinking of many things that measure "directly" in general.

The best examples I can think of would be length measurements; but even that is a convoluted physical process involving the comparison of light reflections that humans just happen to be really good at.

I'd say a dynamometer isn't very direct either. They usually measure torque and RPM, or some other variables that can be converted to work.

Basically, measurement is giving mathematical value to something physical. It's hard (impossible?) to make any measurement without a medium.