Dark Tank
Using some Iron, Dark Gems and a piece of Glass, it is possible to construct a strong container that is able to hold fluids. It is possible to place these tanks somewhere, or hold them in your inventory.
When it is placed somewhere, you can right-click which gives it a purple-ish glow, and it seems to open up a hole at the bottom of the tank which is able to automatically fill tanks, item containers and players carrying containers underneath it.
Shift + right-clicking with the tank in your hand and not aiming at a block (because you know you will just place the tank down if you would do so) will enable a special mode to make it automatically try to fill any container you are currently holding if it can accept that fluid.
It looks like it can hold about sixteen buckets. If that is too limiting for you, these tanks seem to be expandable by placing multiple ones inside a crafting table, no fluids seem to go lost in this process.