From xlDynamic.com

File path, file and worksheet name:

=CELL("filename",A1)

File path only:

=LEFT(CELL("filename",A1),FIND("[",CELL("filename",A1),1)-1)

File name only:

=MID(CELL("filename",A1),FIND("[",CELL("filename",A1),1)+1,

FIND("]",CELL("filename",A1),1)-FIND("[",CELL("filename",A1),1)-1)

The sheet name:

=MID(CELL("Filename",A1),FIND("]",CELL("Filename",A1))+1,255)

Restriction: this technique only works for workbooks that have been saved at least once.