The primary stylesheet for a theme is usually /wp-content/themes/themename/style.css. That would be the first place to look. That file has to exist, but may be mostly empty and other stylesheets can be loaded by both theme and plugin. Some themes have very complicated stylesheet structures.
The easiest way to find the stylesheets is with a FireFox add-on called JSView. It will create a list of all of the stylesheets and Javascript files for you. FireBug will locate the stylesheets for you as well, if you right click and “inspect element with Firebug”. You can also grep your theme directory for wp_register_script or wp_enqueue_script.