On both ColdFusion 8 and 9 hotfixes are installed to the {coldfusion-install}/lib/updates directory. Hotfixes are identified in the directory as hfvvv-xxxxx.jar where vvv is the version of ColdFusion and xxxxx is a bugid for a specific fix. Security hotfixes follow the same convention but the xxxxx is a sequential number. The last security hotfix for ColdFusion 8.0.1 (APSB12-21) is hf801-00007.jar.
Cumulative hotfixes are located in the same directory but are identified by chfvvvxxxx.jar, again where vvv is the version of ColdFusion and xxxx is a sequential number. The last Cumulative Hotfix for ColdFusion 8.0.1 is chf8010004.jar.
If you need an easy way to make sure your ColdFusion 8.0.1 or 9.0.x server is patched correctly, I'd recommend using Unofficial Updater 2
While what Ian linked to will be able to tell you if the contents of the CFIDE directory are correctly patched, there are files in other directories, particularly on ColdFusion 8.0.1 that need to be updated to be fully patched.