Using Visual Studio
This gives details about each assembly, app domain and has a few options to load symbols (i.e. pdb files that contain debug information).
Using Process Explorer
If you want an external tool you can use the Process Explorer (freeware, published by Microsoft)
Click on a process and it will show a list with all the assemblies used. The tool is pretty good as it shows other information such as file handles etc.
Programmatically
Check this SO question that explains how to do it.