This article from OSXDaily.com should be helpful:
Show the Location Path of Current Wallpaper in Mac OS X
- Type the following defaults write command:
defaults write com.apple.dock desktop-picture-show-debug-text -bool TRUE;killall Dock
- Go to the desktop to see the path printed over the wallpaper images
- After you’ve retrieved the desktop picture (use Command+Shift+G to bring up the Go To Folder window), or done what you have needed to do, you can hide the path text by using the following command:
defaults delete com.apple.dock desktop-picture-show-debug-text;killall Dock
To determine the path for wallpaper via Terminal, execute the following:
osascript -e 'tell app "finder" to get posix path of (get desktop picture as alias)'