There is no core functionality to archive this in the backend.
You can load the product by it's ID and then get the category ids.
require('app/Mage.php');
umask(0);
Mage::app('admin');
$id = 1; //Your product ID here
$product = Mage::getModel('catalog/product')->load($id);
$categoryIds = $product->getCategoryIds();
echo '<h1>' . $product->getName() . '</h1>';
foreach ($categoryIds as $cid) {
$category = Mage::getModel('catalog/category')->load($cid);
echo $category->getName() . '<br />';
}
Tested and working.
You can put this in a seperate file and just run that file to get the product's categories.
EDIT
There is no core functionality to view this in the backend. I believe it would take a slight backend modification to have the enabled categories expanded (perhaps with some JS)