In Pages' find dialog you have to use the pull-down menu if you want to search for returns or tabs, since typing tab or return will move through the fields or select the 'Next' button.
Ever since I switched I've been looking for the equivalent to Office's ^t and ^p, so I don't have to use the menu. I took a guess, and it's Option+Tab and Option+Return. But these are the only two I found that will work. For example, Shift+Option+Return doesn't enter the New Line symbol.
[crarko adds: I tested this, and it works as described.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20101212143508608