Find all matches in workbook using Excel VBA

You may use the Range.Find method:

http://msdn.microsoft.com/en-us/library/office/ff839746.aspx

This will get you the first cell which contains the search string. By repeating this with setting the "After" argument to the next cell you will get all other occurrences until you are back at the first occurrence.

This will likely be much faster.

Using the Range.Find method, as pointed out above, along with a loop for each worksheet in the workbook, is the fastest way to do this. The following, for example, locates the string "Question?" in each worksheet and replaces it with the string "Answered!".

Sub FindAndExecute()

Dim Sh As Worksheet
Dim Loc As Range

For Each Sh In ThisWorkbook.Worksheets
    With Sh.UsedRange
        Set Loc = .Cells.Find(What:="Question?")
        If Not Loc Is Nothing Then
            Do Until Loc Is Nothing
                Loc.Value = "Answered!"
                Set Loc = .FindNext(Loc)
            Loop
        End If
    End With
    Set Loc = Nothing
Next

End Sub

Based on Ahmed's answer, after some cleaning up and generalization, including the other "Find" parameters, so we can use this function in any situation:

'Uses Range.Find to get a range of all find results within a worksheet
' Same as Find All from search dialog box
'
Function FindAll(rng As Range, What As Variant, Optional LookIn As XlFindLookIn = xlValues, Optional LookAt As XlLookAt = xlWhole, Optional SearchOrder As XlSearchOrder = xlByColumns, Optional SearchDirection As XlSearchDirection = xlNext, Optional MatchCase As Boolean = False, Optional MatchByte As Boolean = False, Optional SearchFormat As Boolean = False) As Range
    Dim SearchResult As Range
    Dim firstMatch As String
    With rng
        Set SearchResult = .Find(What, , LookIn, LookAt, SearchOrder, SearchDirection, MatchCase, MatchByte, SearchFormat)
        If Not SearchResult Is Nothing Then
            firstMatch = SearchResult.Address
            Do
                If FindAll Is Nothing Then
                    Set FindAll = SearchResult
                Else
                    Set FindAll = Union(FindAll, SearchResult)
                End If
                Set SearchResult = .FindNext(SearchResult)
            Loop While Not SearchResult Is Nothing And SearchResult.Address <> firstMatch
        End If
    End With
End Function

Usage is the same as native .Find, but here is a usage example as requested:

Sub test()
  Dim SearchRange As Range, SearchResults As Range, rng As Range
    Set SearchRange = MyWorksheet.UsedRange
    Set SearchResults = FindAll(SearchRange, "Search this")
    
    If SearchResults Is Nothing Then
        'No match found
    Else
        For Each rng In SearchResults
            'Loop for each match
        Next
    End If
End Sub

Function GetSearchArray(strSearch)
Dim strResults As String
Dim SHT As Worksheet
Dim rFND As Range
Dim sFirstAddress
For Each SHT In ThisWorkbook.Worksheets
    Set rFND = Nothing
    With SHT.UsedRange
        Set rFND = .Cells.Find(What:=strSearch, LookIn:=xlValues, LookAt:=xlPart, SearchOrder:=xlRows, SearchDirection:=xlNext, MatchCase:=False)
        If Not rFND Is Nothing Then
            sFirstAddress = rFND.Address
            Do
                If strResults = vbNullString Then
                    strResults = "Worksheet(" & SHT.Index & ").Range(" & Chr(34) & rFND.Address & Chr(34) & ")"
                Else
                    strResults = strResults & "|" & "Worksheet(" & SHT.Index & ").Range(" & Chr(34) & rFND.Address & Chr(34) & ")"
                End If
                Set rFND = .FindNext(rFND)
            Loop While Not rFND Is Nothing And rFND.Address <> sFirstAddress
        End If
    End With
Next
If strResults = vbNullString Then
    GetSearchArray = Null
ElseIf InStr(1, strResults, "|", 1) = 0 Then
    GetSearchArray = Array(strResults)
Else
    GetSearchArray = Split(strResults, "|")
End If
End Function

Sub test2()
For Each X In GetSearchArray("1")
    Debug.Print X
Next
End Sub

Careful when doing a Find Loop that you don't get yourself into an infinite loop... Reference the first found cell address and compare after each "FindNext" statement to make sure it hasn't returned back to the first initially found cell.