If you have sql access you can run this query.
SELECT c.display_name,
count(*)
FROM civicrm_contact c
JOIN civicrm_membership m
ON c.id = m.contact_id
WHERE m.contact_id = c.id
GROUP BY 1
HAVING count(*) > 1
If you only want active memberships then add the following line between the where line and the group by line
AND now() between start_date and end_date
You didn't ask for this but if you want people with multiples of the same current membership type then you can use this code:
SELECT c.id,
c.display_name,
mt.name,
count(*)
from civicrm_contact c,
civicrm_membership_type mt,
civicrm_membership m
where m.contact_id = c.id
and m.membership_type_id = mt.id
and now() between m.start_date and m.end_date -- current only
group by 1,2,3
having count(*) > 1
order by 3,1