A storage account isn't an "owned" or "dedicated" resource. That is, even if you use a storage account for a given app or service, there's no tight coupling between the two. Any service / app that has your account credentials (or a SAS link to a specific container/queue/table within your storage account) will be able to use that storage account.
However, if you look at the settings for a given app or service (in your case, your VM or HDInsight), you can see which storage accounts it's using, with a bit of digging. For example, your VM might have both OS and Data disks, with each disk using potentially a different storage account - you'd need to enumerate the OS+attached disks to see which storage accounts are in use for each.
Further, if you create all resources at once (again, imagine creating a new VM with new storage), all of your resources will be bundled together within the same Resource Group.
You can via the new Azure portal to find the Azure Storage Account, in the storage account, you will find the Container. The vhds container used for Azure VM by default, select the vhds, you will find the VMs' VHD files there. About the HDInsight, the default Container name is the HDInsight name, so we can find the result manually.
