I saw a question on a SQL Server mailing list about how to determine the Windows groups for a given SQL Server login.
That’s actually easy for a sysadmin login, as they have IMPERSONATE permission for other logins/users.
It does require the ability to impersonate, as Greg mentions. If you don’t have that ability and you’re dealing with an Active Directory user, I could recommend: net user /domain {ActiveDirectoryUserName} in a command prompt to start.