Is there a way on the CVS command line to list all files associated with a tag?
About the closest you'll be able to get is with this:
cvs -q log -R -N -S -rTAGNAME
This works against local copy, it doesn't pull from the server.
EDIT:
As Ken mentioned, a slight variation will make it pull from the server, but in this situation you need to specify the module name too.
cvs -q rlog -R -N -S -rTAGNAME MODULENAME