If you want to know (without opening the individual files) which of your DWG drawings contain references to Xrefs, you can use the CADstudio DBXscanXref batch utility.
The free LISP utility DBXscanXref scans all DWG files in a given folder (and its subfolders) and generates a report with a list of all DWG files containing external references, the number of xrefs and optionally also their names (paths). The files are not opened individually.
Just appload these utilities and start the "DBXscanXref" command. Browse to the folder you want to process and click "Save".
You can download the application from Download, see the accompanying TXT file.
Sample of a report:
Xanadu DBXscanXref report (verbose mode)
----------------------------------------
Timestamp: 20090325.1323
Start processing root folder C:\My Projects\
Start processing folder C:\My Projects\
-- C:\My Projects\BasinAreas.dwg
-- C:\My Projects\BIG_LOM.dwg
2 xref(s)
Legend1.dwg
Site Plan Xanadu.dwg
-- C:\My Projects\GPS Data.dwg
---- processing finished ----
More about DBX utilities