By popular demand, our 2.1 release will allow you to find potential orphan objects in your databases.
The Edit menu's Select submenu will contain an additional option, to Select Independent Objects. This will select all objects on the diagram which have no apparent connections to other objects. (Objects with only self references will be included in the selection.)
This can be used to find prospective orphan objects provided that: all such objects have been added to the diagram; there are no hidden objects on the diagram; Filegroup and System Object Dependencies are turned on; Constraints as Objects are turned on. (This is so you don't get false positives; or false negatives in the case of objects not being on the diagram or being hidden.)
As a reminder, 2.1 will be a free upgrade to customers of 2.0. It should be out in the next few weeks.