There's a little tool on the interwebs that should be used with caution. It can cause an eyebrow to be raised and even a little upset if you are of a delicate nature. However, if you are genuinely interested in finding out if one person follows another on Twitter then have a look at "Does Follow".
Anyway... you have to wonder why Barack Obama doesn't follow Stephen Fry especially as Stephen Fry follows Barack Obama? I mean, Mr O even follows ME (I am one of the chosen
few 642,900 he is following and we all know he's getting value for money here).
(H/T to @ThatConnArtist)