The accepted solution doesn’t work on the newer versions.
For Visual Studio 2022, and 2019, 2017 do the following:
Update 1:
Now, pressing Ctrl + Shift + T and typing the file name works!
Update 2:
Since Visual Studio 2019 now it’s possible to do a similar search via Ctrl + Q.
But it works slightly sloppy since it shows VS-related stuff as well.
Original answer:
- Press these keys to open the “Go to” popup:
Ctrl +
, - Type there:
f Space Filename - Press Enter

Notes:
- We are writing
fto make VS search only on files. We can
also, use other letters. For more info type?in the “Go to” popup. - For more keys and for Visual Studio 2012 to 2015 take a look at this
answer.