sudo find $(echo $PATH|sed 's/:/ /g') -iname '*YOUR SEARCH STRING HERE*'

You can increase the effectiveness of this search by first adding other directories to your $PATH if you want to find apps/scripts in other locations outside of what's already in your $PATH ... this is especially of note on RHEL systems and the like that exclude important paths like /sbin from your $PATH (yes, even root too) by default. Stupid Red Hat.