lspci -v

The output of this command on my laptop is as follows.

0000:00:00.0 Host bridge: Intel Corp. 82845 845 (Brookdale) Chipset Host Bridge (rev 04)
0000:00:01.0 PCI bridge: Intel Corp. 82845 845 (Brookdale) Chipset AGP Bridge (rev 04)
0000:00:1d.0 USB Controller: Intel Corp. 82801CA/CAM USB (Hub #1) (rev 02)
0000:00:1d.1 USB Controller: Intel Corp. 82801CA/CAM USB (Hub #2) (rev 02)
0000:00:1d.2 USB Controller: Intel Corp. 82801CA/CAM USB (Hub #3) (rev 02)
0000:00:1e.0 PCI bridge: Intel Corp. 82801 PCI Bridge (rev 42)
0000:00:1f.0 ISA bridge: Intel Corp. 82801CAM ISA Bridge (LPC) (rev 02)
0000:00:1f.1 IDE interface: Intel Corp. 82801CAM IDE U100 (rev 02)
0000:00:1f.3 SMBus: Intel Corp. 82801CA/CAM SMBus Controller (rev 02)
0000:00:1f.5 Multimedia audio controller: Intel Corp. 82801CA/CAM AC'97 Audio Controller (rev 02)
0000:00:1f.6 Modem: Intel Corp. 82801CA/CAM AC'97 Modem Controller (rev 02)
0000:01:00.0 VGA compatible controller: ATI Technologies Inc Radeon RV200 LX [Mobility FireGL 7800 M7]
0000:02:00.0 CardBus bridge: Ricoh Co Ltd RL5c476 II (rev a8)
0000:02:00.1 CardBus bridge: Ricoh Co Ltd RL5c476 II (rev a8)
0000:02:00.2 FireWire (IEEE 1394): Ricoh Co Ltd R5C552 IEEE 1394 Controller
0000:02:02.0 Network controller: Intersil Corporation Prism 2.5 Wavelan chipset (rev 01)
0000:02:08.0 Ethernet controller: Intel Corp. 82801CAM (ICH3) PRO/100 VE (LOM) Ethernet Controller (rev 42)

You can see that my modem is listed (Modem: Intel Corp...), and the kernel has no driver loaded for it at all. You can also add more "v"s to the switch (lspci -vvv) to give more and more detailed information about the devices (for those devices which have more information to give).