I'm trying to find out how to remove my name from the 1,000,000
catalogs I get daily. Is there a Web site that shows me what lists I'm
on and how to get off of them?

Hi divella-ga,

Thanks for your question.  Although, I couldn't find a website where
you can see who has you on their mailing lists, there is a way to fix
your problem.
According to the Federal Trade Commission, a quick way to remove
yourself from mailing lists is to send a request to the Direct
Marketing Association.

Direct Marketers
http://www.ftc.gov/privacy/protect.htm#Direct

You have the option of removing yourself from postal mail, telephone
and/or email marketing lists (or any combination thereof).  In order
to remove yourself from postal mail direct marketing, send a letter
to:

Direct Marketing Association
Mail Preference Service
P.O. Box 9008
Farmingdale, NY  11735-9008

They need: a line or two stating that you'd like to be removed from
the lists, your full name, complete address, and a signature.  That's
free.

If you are willing to pay a $5 fee, you can do this online.

Direct Marketing Association
http://www.dmaconsumers.org/consumerassistance.html#mail

If there are direct mail publications that you wish to continue to
receive, you may have to contact them directly and request they keep
you on their lists.

You should be aware that you may have to redo this process every five
years and that "However, your registration will not stop mailings or
calls from organizations not registered with the DMA's Mail and
Telephone Preference Services."  You will have to redo the process if
you move.

Privacy: What You Do Know Can Protect You
http://www.ftc.gov/bcp/conline/pubs/alerts/privprotalrt.htm

Cameron L. Spitzer, "Direct Marketing Association opt-out is
TEMPORARY," Online posting (November 8, 1999)
<news.admin.net-abuse.email>
http://groups.google.com/groups?hl=en&lr=&ie=UTF-8&safe=off&threadm=80isd1%245co%40src-news.pa.dec.com&rnum=10&prev=/groups%3Fq%3D%2522direct%2Bmarketing%2Bassociation%2522%26hl%3Den%26lr%3D%26ie%3DUTF-8%26safe%3Doff%26selm%3D80isd1%25245co%2540src-news.pa.dec.com%26rnum%3D10

Search strategy:
I worked in a related industry for many years and was already familiar
with the DMA and FTC publications.
Google also Google/Unclesam and Google Groups search:
"direct marketing association"
removing "mailing lists" 
"mailing lists"

Hope that helps and good luck!

regards,
luciaphile-ga