Have you ever tried to delete a content type that is in use? SharePoint gives you a nice error that doesn't help you find where it is being used at all. There are two ways you can find out where it is being used:
1. Add the Content Query WebPart on a page and pull back all uses of it. Not sure if this will though if it is only tied to a library and there isn't a document using it.
2. Use a SQL statement
DECLARE @ContentTypeName nvarchar(128)
SET @ContentTypeName='Document'
SELECT w.Title AS [Web Site], w.FullUrl AS [Web Url], al.tp_Title AS [List Title], ct2.* FROM ContentTypes ct1 JOIN ContentTypes ct2 ON LEFT(ct2.ContentTypeId, Len(ct1.ContentTypeId))=ct1.ContentTypeId LEFT OUTER JOIN dbo.ContentTypeUsage ctu ON LEFT(ctu.ContentTypeId, Len(ct2.ContentTypeId)) = ct2.ContentTypeId LEFT OUTER JOIN dbo.AllLists al ON ctu.ListId = al.tp_Id AND ctu.WebId=al.tp_WebId LEFT OUTER JOIN dbo.Webs w ON al.tp_WebId = w.Id WHERE ct1.ResourceDir=@ContentTypeName