You can get a complete list of checked out files by using the tf.exe command line tool found in: C:\Program Files\Microsoft Visual Studio 8\Common7\IDE
All checked out files in $/MyProject:
tf.exe status $/MyProject /user:* /s:http://MyTfsServer:8080 /recursive
All files checked out to Mark:
tf.exe status /user:mark /s:http://MyTfsServer:8080
You can write the output to a file:
tf.exe status /user:* /s:http://MyTfsServer:8080 > c:\checkedout.txt
You can also use TF Sidekicks (www.attrice.info/cm/tfs) or for VS2008 TFS Power Tools.
No command-line hassle, no remembering user-names, save to file on demand…
None of the recommendation is actually fact. Are you people speak before you research? If you would like to help, you would need to research to see what is the actual effort to get what you recommend before you post. It will make your comment more useful and make the Internet less trashy.