You can create a segment that will show contacts that are in at least one category, and which ones using our Segment builder. Follow the steps below.
1. Go to Contacts > Segments > Create Email Segment > Regular:
2. Give your segment a name and for the clause, select In Category, A selected category, and select all boxes. Please note the "Find contacts that Match" should be set to "at least one":
3. Click on Save and Test in the top right. This will pull all contacts that live in at least one category, and will show which categories they belong to. You can then export the contacts and select the categories -- this will export with a Y/N value for the Category columns: