(Version 10 and later)
Go to AutoTag Manager and click on List Imports. This will process all data sources against the template and generate a list of all files imported. The final result will look like this:
Note: This does not list all imported files a template might pull in. The files imported is dependent on both the selects in the import tag and if the template logic when running will process that import tag. This lists the files that are imported for a specific run of the template with specific data.