To show where one Wordpress template begins and another finishes, open wp-includes/template.php and replace function `load_template` with the one below. Then add the contents of `functions.php` to the end of your theme's custom functions file.

functions.php

<?php

add_filter( 'template_include', 'mysite_template_include', 1000 );
function mysite_template_include( $template ){
    $comment_template = str_replace(array(TEMPLATEPATH, STYLESHEETPATH), '', $template);

    echo "<!-- Template: $comment_template -->\n";
    include( $template );
    echo "<!-- End Template: $comment_template -->\n";
    return false;
}

template.php

<?php

function load_template( $_template_file, $require_once = true ) {
    global $posts, $post, $wp_did_header, $wp_query, $wp_rewrite, $wpdb, $wp_version, $wp, $id, $comment, $user_ID;

    if ( is_array( $wp_query->query_vars ) )
        extract( $wp_query->query_vars, EXTR_SKIP );

    $comment_template_file = str_replace(array(TEMPLATEPATH, STYLESHEETPATH), '', $_template_file);

    echo "<!-- Template: $comment_template_file -->";
    if ( $require_once )
        require_once( $_template_file );
    else
        require( $_template_file );
    echo "<!-- End Template: $comment_template_file -->";
}