I would click on that lead. Go to the tab that says Activitiy Log. Click on Filter > Custom > Under Smart List only check "was added too" and then click apply.
That will tell you every campaign the lead was added too. You can also add programs if you would like by checking them. But thats on a very individual level.
If you want a larger picture I would run a smart list that says... "is a member of (then list all the ones you want to track)"
But it sounds like you just wanted it for just a certain lead.
Hope that helps.