Hi,
You won't find one individual report to give you this information, but there are several reports/tools that together will provide this information.
The User Information System (transaction SUIM) provides a variety of access related reports. You will probably want to start with the 'Roles by Complex Criteria' report and enter the tcode and if appropriate z* in the role field. Once in this report you can select individual roles and see what users they are assigned to. You can find out more information on the User Information System at User Information System - Identity Management - SAP Library
Another useful reporting tool would be the overview report in PFCG. You could use the output from above in the selection parameters of the overview screen to identify which of the roles containing those transaction codes are assigned to a user.