You can view all resources from within the graphics debugger. It seems that textures are accessed by an ID number (i.e. obj:21) and I am not aware of a way to actually watch or name a texture. You can click on Object Table view and scan for the texture that has the right format, height, and width, or, if you create or bind it a specific point, you can locate the the link to the texture in the Event List. Once you find the texture, just click on the ID number (i.e. obj:21) and the texture will open up as a *.dds image.
Thanks for the reply, when I click on the object that corresponds to the shadow map texture, it throws an error and says it cannot open the file. I'm thinking it's because the format I'm using to create the Texture2D resource it not supported by the image viewer.
For the time being I'm just projecting the shadow map texture onto some geometry and viewing while the app runs, while this works, it would be nice to not have to change my app code in order to debug in memory textures.