Find file or directory in whole directory structure

How can I find a file with a specific name in bash. I want to search through the whole system. I tried with find, but that only work through one level.

No, find by default traverses all available levels:

sudo find / -mount -name 'myfilename'

If you have a separate home partition, or a encrypted home, or a secondary hard drive, you may want to list their mount points too, next to /, for example

sudo find / /home/enzotib /media/data -mount -name 'myfilename'

The -mount option is needed to avoid to traverse mounted filesystems. Among these there are /proc, /dev and /sys, that is convenient to skip.

An alternative to traverse all files, avoiding only these last three paths is

sudo find /!(proc|sys|dev) -name 'myfilename'