Quote Originally Posted by smilingcat View Post
Before pulling the tube out completely, hear for the leak in the tube, and look inside the tire and see if you can find a glass/thorn/piece of metal sticking through.
Another trick is when you install the tube, line the valve up with the label on the tire. Then you can match the position of the hole to whatever caused the puncture; when you've found one, you automatically find the other.

Although IME the hole in the tire is usually a lot more evident than the one in the tube. YMMV