I think you're looking at the wrong command - what is it you want to do?
Status gives you the current status of a checked out file, so it by definition requires a sandbox with the file checked out in order to compare that to your repository.
You might be looking for the rlog command. It will output information about the file without having a checked out copy - it is the "remote" version of the log command (thus "rlog").
This command will give you the default information about the file "hi.doc" located within the "samp" module:
cvs rlog samp/hi.doc
Or, if you don't have your CVSROOT environment variable set, use this instead:
cvs -d CVSROOT rlog samp/hi.doc
Does that help?