Be on the Music tab
Top entry -> All Artists (or whichever, depending on which node you're in (Albums, Album Artists, etc)). Top entry will display the whole library.
Right click the column headers -> Set Displayed Fields -> Add "Playlist" as a field. Then close selection box.
Sort by your new Playlist field. Blank (no playlists) will be sorted first
Select all tracks that are not in a playlist
Right click the selection -> Add to Playlist -> <New Playlist>
Set up the playlist
Enjoy