PC-Lint is very powerful, but hard to lean. Of course that pretty well describes C and C++ doesn't it?
Another tool I think is excellent is Whole Tomato's Visual Assist X which integrates right into the IDE.
There are some big gotchas in C++ when searching for unreferenced code: templates, callbacks, and message handlers may be critical to your project but are never directly called. For example the handler for a thread is not called directly, but is a parameter when you create a new thread. The "On_buttonpress" type messages in MFC or WTL projects will also show up as un-called methods.
Once you find them you can configure PC-Lint to ignore these, but the first time through its a lot of work.