View SQL 2008 sp_cursorexecute Underlying Query and Execution Plan
I've not had to track down cursor activity since SQL2000 i.e. pre-DMV days. The old way would still be viable I assume, use profiler and include execution plans in the trace. 

I can't remember if the plan will be included in the sp_cursorexecute call or if you need to go back through the trace and find the sp_cursorprepexec or sp_cursorprepare event associated with the handle.