Can a field in one table look for duplicates in a different table?

If the Agency name in Table B was able to be set up as the Key field on Table B, then upon saving a record in Table A, there  can be a message saying that the Agency name already exists.  If the Agency name cannot be the Key field - say that it is in fact the Customer Name and you are logging leads in Table A and don't want to duplicate exsting customers as leads, then you can do a Sync table of the customers and make the Key field in the Sync table be the key field.

That can be done natively with no script.