OK, you want a convoluted way to accomplish this with the desktop tool? Here is what you would need to do:
1. Create a shared resource pool containing the names of all of the resources in all of your projects.
2. Connect each project to the shares resource pool file as sharing projects that share the resources in the pool.
3. Save everything project file, including the shared resource pool file.
4. Create a master project consisting of all of your projects as subprojects.
5. In the master project, apply the Resource Usage view and then insert the Project Name field to the right of the Resource Name field.
6. Apply the filter named Work Incomplete.
7. Collapse the task assignments for resources in which you are not interested and focus on the resources of interest.
I just tested this entire process and it works flawlessly, assuming I have documented the steps well. BTW, I am not sure why you say you despise the web version. If you are talking about the relatively new Project for the Web tool, I can understand your apprehension about this tool, given the fact that it is totally underpowered compared to the Microsoft Project desktop application. But Project Online is a full-featured enterprise project management tool, which would have the power that you seek. Anyway, hope this helps.