Searching

If your array contains less than 100,000 elements then looping through once is very efficient.
Are you looking to conduct an exact match or just a partial match.
If you need to do a lot of exact match searches then it might be worth sorting the array first and then performing a binary search.
You also need to consider how often the data is changing. Any changes will require sorting the array again.

Looping Through

This function allows you to match exact matches with an optional argument to include substring matches if you want to.

Public Function IsInArray( _ 
   ByVal arr As Variant, _ 
   ByVal valueToCheck As String, _ 
   Optional ByVal bExactMatch As Boolean = True) _ 
   As Boolean 

Dim Y As Long 
Dim Xupper As Long 
Dim Yupper As Long 
Dim tempArray As Variant 
    Xupper = UBound(myarray, 2) 
    Yupper = UBound(myarray, 1) 
    ReDim tempArray(Xupper, Yupper) 
    For X = 0 To Xupper 
        For Y = 0 To Yupper 
            tempArray(X, Y) = myarray(Y, X) 
        Next Y 
    Next X 
End Function 

Dim arTesting(10,5) As String 
Dim arTesting(1 To 10, 1 To 5) As String 
Dim lrow As Long 
Dim lcolumn As Long 

For irow = Lbound(arTesting,1) To Ubound(arTesting,1) 
   For icolumn = Lbound(arTesting,2) To Ubound(arTesting,2) 

   Next icolumn 
Next lrow 

Filter Function

You can use the FILTER function to tell if an item exists in a one-dimensional array.
It won't tell you where but it will tell you if it exists or not.
This function returns an array of any elements that contain a given text string (not equal to the given text string).
This function takes a string array, text string and returns a one-dimensional array containing all the elements that match the search string.

Public Function IsInArray( _ 
   ByVal stringToBeFound As String, _ 
   ByVal myarray As Variant) _ 
   As Boolean 

    IsInArray = (VBA.UBound(VBA.Filter(myarray, stringToBeFound)) > -1) 
End Function 

This method does not distinguish between complete matches and substring matches
This method does not return the index of the elements that match
This method does not work with numerical arrays since all the numbers have to be implicitly converted to text first

Dictionary Object

A Dictionary object is similar to an array and has a number of benefits
You can quickly check whether an item exists