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.
For someone in the naturalization process, you can check their progress with the USCIS Check Case Status database, provided you have the Receipt Number.
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.