Find Products with No Images

You can find the collection for below code.

$_products = Mage::getModel('catalog/product')
    ->getCollection()
    ->addAttributeToSelect('*')
    ->addAttributeToFilter(array(
        array (
            'attribute' => 'image',
            'like' => 'no_selection'
        ),
        array (
            'attribute' => 'image', // null fields
            'null' => true
        ),
        array (
            'attribute' => 'image', // empty, but not null
            'eq' => ''
        ),
        array (
            'attribute' => 'image', // check for information that doesn't conform to Magento's formatting
            'nlike' => '%/%/%'
        ),
    ));

you can got all product list which has no Images assign.

If you want only the products that don't have image, small_image or thumbnail assigned then the answers from @KeyulShah or @TBIInfotech will give you just that.

If you want the products that have no images at all, you can run this query on the database and get them.

SELECT
    e.sku, COUNT(m.value) as cnt
FROM
    catalog_product_entity e 
    LEFT JOIN catalog_product_entity_media_gallery m
        ON e.entity_id = m.entity_id
GROUP BY
    e.entity_id
HAVING
    cnt = 0

If you remove the having statement you will get a 2 column result with the product skus and the number of images assigned to them.

You can just export that as a csv.

Just a small modification to what @keyul shah described, just put the code on magento root:

<?php 

require 'app/Mage.php';
Mage::app();
$_products = Mage::getModel('catalog/product')
    ->getCollection()
    ->addAttributeToSelect('*')
    ->addAttributeToFilter(array(
        array (
            'attribute' => 'image',
            'like' => 'no_selection'
        ),
        array (
            'attribute' => 'image', // null fields
            'null' => true
        ),
        array (
            'attribute' => 'image', // empty, but not null
            'eq' => ''
        ),
        array (
            'attribute' => 'image', // check for information that doesn't conform to Magento's formatting
            'nlike' => '%/%/%'
        ),
    ));

foreach($_products as $_product){

    echo $_product->getSku();

}