No. But you could look in each sheet until you find it.
=IF(NOT(ISERROR(VLOOKUP(A1,Sheet2!A:B,2,0))),VLOOKUP(A1,Sheet2!A:B,2,0),
IF(NOT(ISERROR(VLOOKUP(A1,Sheet3!A:B,2,0))),VLOOKUP(A1,Sheet3!A:B,2,0),
IF(NOT(ISERROR(VLOOKUP(A1,Sheet4!A:B,2,0))),VLOOKUP(A1,Sheet4!A:B,2,0),
"missing from all 3")))
(I stopped after looking at 3 sheets. You could continue until you try to add
the 8th lookup--excel can nest 7 functions.)
....where A1 contains your lookup value and B1:B5 contains your list of
sheet names. The formula needs to be confirmed with
CONTROL+SHIFT+ENTER. If Column B contains numerical values, you could
use the following formula instead...