Xenu's Link Sleuth will check a selected website for broken hyperlinks.
It performs link verification on links which appear in < a > tags, as well as images, frames, plug-ins, backgrounds, local image maps, style sheets, scripts and Java applets. It allows the following of links to other pages and will check the links on those pages allowing you to test an entire site for broken links.
Xenu's Link Sleuth will display a list of URLs which are updated continuously and can be sorted according to specific criteria. The UI is simple and straightforward and can help users understand how certain sites are structured.