I think the Mindsharp folks have developed a tool for just that sort of
thing. It's called Barracuda, I think. I'm sure someone else here will
send the info shortly...

Barracuda is actually the name of the sister company to Mindsharp that
is developing the tool. Same owners, same office, mostly different
employees. The tool is called DeliverPoint. I don't remember of the
top of my head whether it will list out the groups  that you are a member
of, but it will list out all the unique permissions that you have in a
Farm and I believe that screen also references the group where you got
the permissions.