One of the greatest features OS X had (inherited from NextStep AFAIK) was the fact that the document name in a window's title could be right-clicked in order to get a drop-down menu with the parent folder hierarchy. (This is also mentioned in View location of a document open in Preview, but that still refers to the old method that no longer works with Preview 7.0 from Mavericks.)
However, after the update to Mavericks, this is no longer possible at least in the Preview app, which now shows a (much less useful) menu for renaming, tagging, and moving(?).
Best Answer
If you secondary-click the text for the title (and not the arrow next to it), it should still open the menu: