Hi,

There is not built in command to do this automatically for all sheets.  You
can do it manually for each sheet at a time by using the Edit,Find command
and searching for something like =Sheet1!  The real problem with this
approach is that there are other things than simple formulas that may
reference a sheet - charts, and range names, for example.

You could write a VBA macro.

You could also Google this topic, I'm sure someone has created an add-in to
do this or there is code available.

One thing I do is to move (not copy) the worksheet to a new workbook.  Then I
look for links to that new workbook.  

I'd get a couple of tools to help find those links:

Bill Manville's FindLink program:
http://www.oaltd.co.uk/MVP/Default.htm

And Jan Karel Pieterse's (with Charles Williams and Matthew Henson) Name
Manager:

You can find it at:
NameManager.Zip from http://www.oaltd.co.uk/mvp

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Note that this isn't 100% effective.  It doesn't do anything with any VBA code
that could be relying on that worksheet.