A tiny convenience wrapper around HU.DWIM.WALKER cl-walker.
FIND-UNDEFS is the analog of INDETS operator in MAPLE, if that can help your intuition.
For more info, see README on the homepage.
The branch 'transform-undefs' in git-repo on homepage contains MACROEXPAND-ALL-TRANSFORMING-UNDEFS macro, which allows to conveniently transform calls to undefined functions and variables on the fly into something new.
It is not merged into 'master', since it requires the latest HU.DWIM.WALKER (which can be checked-out using darcs repo)
'darcs get --lazy http://dwim.hu/darcs/hu.dwim.walker'