This Zen Cart plugin gives you the ability to go to Reports->Linked Products, that identifies the following for each linked product:

1.  Name of the product's Master Category, with a link to that category.

2.  If the master_category_id for the product is invalid the report will indicate this in red.
3. Product name with a link to the product in the admin.
4. A list of linked categories, each with a link to that category.

The table is sorted by the Master Category name.

Works with Zen Cart Versions:  1.5.0, 1.5.1, 1.5.3, 1.5.4