find can do this quite handily from the terminal. Here's an example in which I'm looking for the full path of the file Taxes-2013.pdf:
sudo find / -name Taxes-2013.pdf
Provides the output:
I'm using sudo so that I can avoid all the permission denied output that I would otherwise get with find when searching from the root of the tree.
If you just want the pathname and want the filename stripped off you can use
sudo find / -name Taxes-2013.pdf | xargs -n1 dirname
Note: If you are in the habit of putting spaces in names this is relevant to you.
Tested on Ubuntu 14.04