Nothing built into excel.

But you could try this [deprecated] function from the VBA immediate window:
(or assign it to a toolbar button.)

application.Dialogs(xlDialogWorkgroup).Show

Press OK to select all workbooks then use Crtl+F and Find ALL.

*DON'T use Find Next if the search string is not in the current workbook, it
can cause instability in XL2003*