You can do that in your own collection. When you type in the name of the player, or click on a name, you will see all of the cards of that paticular player. There is a drop down menu, next to the player's name, that says "ALL" by default. If you select "HAVES"... well the program will list all the cards you have in your collection of that player only. It is not perfect, with common names like Jason Willams, or Joe Smith the program has bugs.
It would be nice however, if this feature would be added to a member's personal collection just like Colt12 said. So I can browse someone's Kobe or Shaq cards.