First, read this, as well as the link that Roger provided.

Then, use Jemplode. It has the ability to change the color of all playlists which contain the selected song. I don't recall exactly how it works, I just remember seeing it once.

You can also look at the REFS field for a given track, it shows how many different places it's linked.

Another thing would be to sort the "all tracks" view by the song title and see any place where the same title appears twice.