MegaCli -PDList -aALL

puis

smartctl -a -d megaraid,N  /dev/sdX

EDIT :
a single one liner :

for i in $(MegaCli -PDList -aALL|grep -i "^device id"|awk -F ': ' '{ print $2 }'); do smartctl -t long -d megaraid,$i  /dev/sda ; done

[edit]
and to read the result:

for i in $(MegaCli -PDList -aALL|grep -i "^device id"|awk -F ': ' '{ print $2 }'); do smartctl -a -d megaraid,$i -i /dev/sda ; done