You can easily create a dependancy report using the reports tool (Tools - Reports)
Just use the following settings:
Subject area = Activities
Columns = Activity name, Predecessors (under Lists), Successors (Also under Lists)
Filter = Where Activity type = Finish Milestone (or) Where Activity type = Start Milestone
Group and Sort = Project
The only issue I see is that the report will be run against any open projects. You may have to open all the projects up at once and run the report against them.