Here's a nice piece of PowerShell that will quickly tell you what collections a device is a member of.
Replace siteserver, sitecode and hostname with the relevant details. Hostname is obviously the name of the device you want to find collection membership for.
$Collections = (Get-WmiObject -ComputerName siteserver -Namespace root/SMS/site_sitecode -Query "SELECT SMS_Collection.* FROM SMS_FullCollectionMembership, SMS_Collection where name = 'hostname' and SMS_FullCollectionMembership.CollectionID = SMS_Collection.CollectionID").Name
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