dpkg -L packagename
We can also check the other way and find out what package a file belongs to:
dpkg -S /path/to/file
For the second command we need to use the full path as 'dpkg -S' just matches the string you supply it, so 'dpkg -S ls' matches any package that has a file with 'ls' anywhere in the filename.
alias aptitude at awk bash bc cal cat cd colrm comm cp csh curl cut date dd df dialog diff dirname dpkg du fc find fuser grep gs gzip history iconv kill ksh last less ln ls lsof lynx m4 md5sum mkdir mkfifo mkisofs mv mysql nc netstat openssl OSX perl ping popd ps pushd python read redirection rm scp screen sed sort ssh stat sudo svn tail tar tee test top tr uniq vim wc wget xargs