With Windows XP/2003 and earlier you could often just look in C:\windows for installed patches there would be a KBxxxxxxx folder, however life moved on..

Today I had the need to see if a patch was installed and I found this quite useful;
http://serverfault.com/questions/263847/how-can-i-query-my-system-via-command-line-to-see-if-a-kb-patch-is-installed

I ended up using the command;

wmic qfe | find "KB2744129"

You ofcause exchange the KB number with the one you are looking for..

This worked like a charm for me 🙂  tnx Jscott.