Is there a hook or function I can use to display all theme files being used on a current page?

PHP has a function, get_included_files(), that returns all the files that have been included during a request.

However, if you use that function you obtain all the files required: WordPress core files, plugin files…

You need a way to:

• Filter out files that do not belong to the theme and child theme (if any)
• Include only files loaded after the main template has been included

Also you need to call this function as late as possible; shutdown would be the better hook, however, wp_footer should be fine, because it’s rare that you include a file after that hook has been fired.

Regarding the 2 problems mentioned above, the first can be solved by filtering the array for files that only belong to the theme folder.

The second can be solved by using template_include, with a very low priority, to save the path of the main template, and then including in the output only files included after it.

Here’s a class that implements what’s said above. Put in a file and require from functions.php:

class IncludedPartGrabber
{    
    private $main;
    private $root;
    private $switch = false;

    public function setup( $template )
    {
        $this->root = wp_normalize_path( get_theme_root() ); // theme folder
        $this->main = wp_normalize_path( $template ); // main template

        return $template;
    }

    public function grab()
    {
        return array_filter( get_included_files(), array( $this, 'filter' ) );
    }

    private function filter( $file )
    {
        $norm =  wp_normalize_path( $file );
        if ( $norm === $this->main )
            $this->switch = TRUE; // after main template all files are good to be included

        return $this->switch && strpos( $norm, $this->root ) === 0; // true if file is in theme dir
    }
}

Use it like so, in your functions.php:

$grabber = new IncludedPartGrabber;

add_action( 'template_include', array( $grabber, 'setup' ) );

add_action( 'wp_footer', function() use($grabber) {
    echo '<pre>';
    print_r( $grabber->grab() ); // see your footer :)
    echo '</pre>';
} );

If you want to use inside a template file, in functions.php put:

global $grabber;
$grabber = new IncludedPartGrabber;

add_action( 'template_include', array( $grabber, 'setup' ) );

and then in the template file, e.g. footer.php:

<pre><?php print_r( $GLOBALS['grabber']->grab() ); ?></pre>

Of course you can use in header.php too, but from that file you’ll get only the files loaded at the moment header.php has been included, e.g. page.php and header.php. PHP is a programming language, not a magic machine, and can’t know which files are going to be included before they are actually included.