As the folks above said, the only way to be 100% sure is to be there as they are collected.
That being said, depending upon the species there ways to make an educated guess.
For example, wild caught Ocellaris/Black Ocellaris/Percula tend to have larger fins and taller bodies/dorsal fins. Captive bred fish on the other hand typically have more streamlined bodies with less developed finnage. Of course, the frequently encountered "bulldog faces" and other such deformities are an almost sure-fire way to spot a captive bred clownfish.
Furthermore, behavior is a very good indicator of wild caught fish. Typically, wild caught clownfish will exhibit the characteristic bobbing up and down behavior, while captive bred clownfish will swim much differently. Additonally if a fish looks like it is terrified of you, it is likely WC, on the other hand CB tend to look at you with puppy dog eyes begging for food.
Of course, these are general guidelines, and no real substitute for experience. For example, while juvie CB clowns typically do not exhibit the bobbing behavior, mated pairs, or even older fish that have established a territory for that matter will bob like crazy if they feel like it. Conversely, some WC clownfish will lose this behavior after a period of time in captivity, almost as if they have become more comfortable.
Also, there are some high quality captive bred fish on the market, partially due to genetics but largely due to rearing conditions. For example I have spent the past few years quietly throwing out the conventional clownfish raising techniques in favor of a more, shall I say..natural approach with great results. I have been able to produce fish that look nearly identical to wild caught clowns, but that is not the topic of this thread (sorry!).
I have seen many thousands of clownfish both captive bred and wild caught, and I can spot the differences of a tank of wild caught clownfish vs. captive bred from a mile away. It is kind of hard to pin-point in words. And again the only way to be 100% sure is to collect the fish yourself, however with enough experience, and obviously knowing the place of origin, you can make a relatively accurate guess.
I just got a pair of Wild Caught Black Ocellaris, collected in Darwin AUS, and as soon as I can figure out how to post pics on here I will throw some up to try and illustrate what I mean. And just as a point of curiosity, I am working to establish a genetic stud book if you will, of clownfish breeding stock, wild populations etc. with the eventual goal being to have a database to train the lineages of captive bred clownfish in order to maintain genetically pure strains in cpativity while avoiding inbreeding, sorry getting off topic again.
I hope that was helpful, sorry if it just muddled things up!