I am not a Vim user, but after searching for the CtrlP functionality it seems that you are looking ido-mode.
ido-mode comes with emacs and you can enable it by putting it in your .emacs
(require 'ido)
(ido-mode t)
There ido-modeare many possibilities, but this video is a good introduction to some basic functions. Note that fuzzy matching is now not enabled by default ido-mode, but the video assumes that you must enable it yourself.
http://www.youtube.com/watch?v=lsgPNVIMkIE
: http://emacswiki.org/emacs/InteractivelyDoThings