In short, there is a function that should do just that, but it does not always capture all instances. You can select the class name in the header file, and then do Edit> Refactor> Rename and try to catch all instances (this is in Xcode 4). It's nice that this will allow you to see where it has changed.
From experience, I will say that this method usually skipped multiple instances of the name, so manual observation is almost always required.
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