Locate current file in IntelliJ

You can also click the little cross hairs button in the projects pane:

Note that the symbol won't be shown if Always Select Opened File (previously Autoscroll from Source) option is enabled.

Alt + F1 (or Alt + Shift + 1 for linux) almost does what you want. You need to hit Enter afterwards as IDEA allows multiple "targets" for navigation (project structure, file structure etc).

(Note you can also set AutoScroll to Source and AutoScroll from source using the two "boxes with arrows" buttons above the project structure view but this can get annoying when it shoves you into the JDK source because you followed a reference to java.io.File.

The keymap defines it as Select current file or symbol in any view.