Can be done with some editor scripting:

You need to search all game objects for empty (null) components. This can e.g. be done like this:

Select all objects you want to search for missing scripts and click.

public class FindMissingScripts : EditorWindow {

    [MenuItem("Window/FindMissingScripts")]
    public static void ShowWindow()
    {
        EditorWindow.GetWindow(typeof(FindMissingScripts));
    }

    public void OnGUI()
    {
     if (GUI.Button(new Rect(0.0f, 60.0f, 100.0f, 20.0f), "Find Missing Scripts"))
     {
        GameObject[] go = Selection.gameObjects;
        foreach (GameObject g in go)
        {

            Component[] components = g.GetComponents<Component>();
            for (int i = 0; i < components.Length; i++)
            {
                if (components[i] == null)
                {
                    Debug.Log(g.name + " has an empty script attached in position: " + i);
                }
            }

        }
     }
  } 
}

That works great! Here are the small changes I had to make to get it to work on my machine (Added using directive and changed MenuItem entry to have window prefix). Save the script as "FindMissingScripts.js"

Clement

using UnityEngine;
using UnityEditor;
public class FindMissingScripts : EditorWindow {

[MenuItem("Window/FindMissingScripts")] public static void ShowWindow() { EditorWindow.GetWindow(typeof(FindMissingScripts)); }

    Component[] components = g.GetComponents<Component>();
    for (int i = 0; i < components.Length; i++)
    {
        if (components[i] == null)
        {
            Debug.Log(g.name + " has an empty script attached in position: " + i);
        }
    }

}