Netbeans - *Easy* way to tell which Netbeans project a file belongs to
IN Netbeans 7.4 (may be some versions earlier too) you can actually set exactly what you have asked for.
Just look at the screenshot below.
UPDATE:- If you dont find these settings in the misceleneous tab try the appearence tab, seems like this has been moved recently. (16-08-2014)
Update to 9kSoft answer. now (8.0.2) this option is in: Tools->Options->Appearance->Document Tabs
right click on the editor and select the menu item "select in > projects". the shortcut key is "Command + Shift + 1" in mac. in linux/windows I think it is "Ctrl + Shift + 1". this causes the file you are editing, to be selected in the projects view. I do it all the time I'm confused which file in which project I'm working on.