Itunes/Iphone should have a songs not in a playlist button
Especially in Iphone when you've copied a lot of songs and they are not in playlists.
iPhone 3GS, iOS 5.1.1
You could build a smart playlist to match the tracks that are not in a selection of other playlists.
I can't see the need for something specific for the iPhone, but you can send feedback here:
http://www.apple.com/feedback/iphone.html
tt2