Offer an option to locate a removed file

Say I have a file open in Creator that's not part of an active project, and so I rename that file outside of Creator. When I go back into Creator, it tells me that the file is gone and that I can either save it as something else, close the file, etc. It would be handy to have a "Locate" or "Find" option that opens a file dialog in the location that that file was last known to be in, instead of having to close the file and then re-open it.

I've used other software that offered something very similar to this, but I can't remember what it was...