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For instance, if I have the keyword - blue widget - set up in my campaign, and I have the conversion code on my webpage, and then someone uses the keyword - buy blue widget - to get to my webpage, is there a report or something in adwords that will tell me that they used the keyword - buy blue widget?
I hope that made sense.
On the other hand you can also get the search query information from Google Analytics or other web analytics solutions but it might involve creating custom filters.
A quick search on Google should point you to sites that show you how to do this.
Hope this helps!