Does OSX have a hidden "Device Manager" list like Windows?
Search for System Information in Lion or later (or System Profiler in Snow Leopard and earlier versions of Mac OS) in Spotlight (press ⌘ and Space). 

The program is in /Applications/Utilities and is the tool to see the connected USB devices and other hardware details. It is quite simliar to Device Manager on Windows.

Alternatively you can access it via the Apple Menu

 -> About This Mac -> More Info... -> System Report...



The System Information can save system profiler information to a file, so you could review an older snapshot to see what was connected once, but the Mac OS doesn't record all the devices connected - just the ones actually connected when you run the tool and it scans the current items on the device tree.