LVBen is right, but there's another way that can be faster if you use the command line.
If Unity is set to store assets as text with metadata in .meta files, each script has a corresponding .meta file. At the top of this file is a GUID. Every scene/prefab/material/whatever that references that script contains that GUID somewhere in its text, so a full text search of assets will find all the objects that script is attached to.
This trick also works for other types, like textures and audio clips--it will find where they are linked in a serialized script field. You can make the search faster by narrowing it down to the specific file type you're interested in--for instance, only search *.prefab and ignore scene files.
Note: I've occasionally seen this trick fail. Somehow Unity left old GUID text referring to scripts that had already been removed. Still, it's a big time safer if you're comfortable quickly finding files, seeing the contents, and doing full text searches through your project.