perl -MRegexp::Assemble -e '
$ra=Regexp::Assemble->new; 
$ra->add($_) for qw(list of words);
local $/=undef; # slurp mode on
$re=$ra->re;    # create a regex from your list of words
while(<>){
    print "$1 in $ARGV\n" if $_ =~ m{($re)}
}' list of files