You can use the following to get a list of matches in a file.
:g/<MATCH_THIS>/p
Is there a way to make this list more like the Ag.vim plugin ?
Files containing the search query will be indicated in a split window along with the entry line number once for each event. [Enter] in a line in this window will open the file and place the cursor in the corresponding line.
:vimgrep/pattern/g %
Or maybe something like this:
nnoremap <leader>/ :vimgrep/<c-r>//g %<cr>:copen<cr>
Vimcast made a good episode on this topic: Finding multiple files with: vimgrep
For more help see:
:h :vimgrep :h :caddexpr