To Find which object resides in which FileGroup in a database, run the below queries.
/**************** For SQL 2000 ****************/
Select Distinct OBJECT_NAME(SI.id) AS ObjectName
        ,SO.type AS ObjectType
        ,FG.GroupName AS FileGroupName
from sysindexes SI , sysfilegroups FG ,sysobjects SO
where SI.groupid = FG.groupid and
      SI.id = SO.id
Order by ObjectName
/**************** For SQL 2005 and SQL 2008 ****************/
Select Distinct OBJECT_NAME(SI.object_id) AS ObjectName
        ,OBJECTPROPERTYEX(SI.object_id,'BaseType') AS ObjectType
        ,FG.Name AS FileGroupName
from sys.indexes SI , sys.filegroups FG 
where SI.data_space_id = FG.data_space_id 
Order by ObjectName
