It can be very hard to find out if someone is a U.S. citizen unless they show you their birth certificate, passport or naturalization papers. As far as I can tell, there is no central list of citizens – the states keep birth records and the INS has naturalization records, but these aren't available to the public. If necessary, check news databases for a clue as to where the person was born (people born in the U.S. generally have U.S. citizenship) or whether they've been naturalized.
De-Naturalization: As of about 1997 or 1998, the names of people who give up their U.S. citizenship are published quarterly in the Federal Register.