In electronics a diode is a component allowing current passing in only one direction, and blocking the other side. I'm wondering if something similar exists for visible light or other EM waves, like radiowaves. Thanks
The optical isolator component is active. It consumes energy and so is no different (thermodynamically speaking) from the heat-pump in a refrigerator.
If you are talking about a passive component that draws no power then, a surface that allowed light pass in one direction only would violate the second law of thermodynamics.
To see why, imagine two rooms, perfectly insulated from each other and from the rest of the universe but connected via a window made of this surface. Now start off with both rooms at the same temperature. Heat radiation from room 1 would pass through the window into room 2 but could not pass back through. So room 1 would cool down and room 2 would heat up. You would have a perfect heat pump that did no work and that violates Clausius' statement of the 2nd Law, just for a start.
This process would continue until room 1 reached absolute zero and that would violate the 3rd Law as well.
You might be wondering about a "one-way mirror"? That is not the same thing. A one-way mirror is just a window with a high reflective co-efficient (e.g. it reflects 60% of the light that falls on it). If it is very bright on one side (the interrogation room) and very dim on the other (the viewing room) then from the bright side, the reflection off the window is much brighter than the transmission from the dim side and so that is washed out.
Something similar does exist. It's called a "directional light filter":
Note: I said "similar" as you asked in your question. This isn't exactly what you're looking for but it's step in the right direction.
This might be more on track. A "wave diode":