Here's a tip from Annie H., an AdWords specialist:
Searching for keywords within your account is as easy as searching on Google. Just type your keyword into the search box located in the upper right hand corner of all your Campaign Management pages. This tool will find that keyword (and related keywords) in your account, and you can click on a link that will take you directly to the relevant Ad Group. If you want more advanced search options, try using the Find and Edit Keywords tool located under the Tools menu of your account.