Well, likely the ex wife has it.
If you are the EXECUTOR of the estate, you can get the bank to give you his cancelled checks, to see if he was paying the policy. If he wasn't paying for it, either the policy wasn't his, or it was cancelled.
If you're asking, is there a central database where someone can look it up, the answer is no. Policy information is private, protected by privacy laws, and state or federal agencies don't get that information. Unless a claim is made, the insurance company doesn't know the deceased is dead.
The closest there is, is MIB, where you, IF YOU ARE THE EXECUTOR, can pay $75 and get a list of all companies that received APPLICATIONS on that life, for the past ten years. It only goes back ten years, and it's only applications received. But then you can contact each one, and ask if there's a policy.
It's easier to sort through banking records and personal papers.
But since 70% of Americans die without active life insurance in place, odds are, if you can't find a policy it's because it doesn't exist.