Here's a way using relatively simple formulas to drive out all 3 scenarios
in 3 separate sheets in comparing A vs B, viz:

a. In A not in B
b. In B not in A
c. In A & B

Illustrated in this sample:
http://www.freefilehosting.net/download/3bg9d
Compare A vs B n extract all scenarios.xls

Source data to be compared assumed in sheets: A, B, data in A2 down

In A not in B,

In A2:
=IF(A!A2="","",IF(ISNUMBER(MATCH(A!A2,B!A:A,0)),"",ROW()))

In B2:
=IF(ROWS($1:1)>COUNT($A:$A),"",INDEX(A!A:A,SMALL($A:$A,ROWS($1:1))))
Select A2:B2, copy down to cover the max expected extent of data in A's col
A. Minimize/hide away col A. Col B returns items in A not in B, all neatly
bunched at the top.
-----------
In B not in A,

In A2:
=IF(B!A2="","",IF(ISNUMBER(MATCH(B!A2,A!A:A,0)),"",ROW()))

In B2:
=IF(ROWS($1:1)>COUNT($A:$A),"",INDEX(B!A:A,SMALL($A:$A,ROWS($1:1))))
Select A2:B2, copy down to cover the max expected extent of data in B's col
A. Minimize/hide away col A. Col B returns items in B not in A, all neatly
bunched at the top.
-----------

In A & B,

Do a one-time copy n paste of the data from A and B into A2 down. Fill B2
down correspondingly with the source sheetname: A, B

Then place

In C2:
=IF(A2="","",IF(COUNTIF(A$2:A2,A2)>1,"",ROW()))

In D2:
=IF(ROWS($1:1)>COUNT(C:C),"",INDEX(A:A,SMALL(C:C,ROWS($1:1))))

In E2:
=IF(D2="","",IF(COUNTIF(A:A,D2)=2,ROW(),""))

In F2:
=IF(ROWS($1:1)>COUNT(E:E),"",INDEX(D:D,SMALL(E:E,ROWS($1:1))))
Select C2:F2, copy down to cover the max expected extent of data in col A.
Minimize/hide away cols C to E. Col F returns items found in both A & B, all
neatly bunched at the top.