Xenu's Link Sleuth is a web site spidering freeware software that allows you to check all the links on a web site to make sure there are no broken ones. It can check standard links, images, frames, plug-ins, backgrounds, local image maps, style sheets, scripts and java applets.
It was created in 1997 by Tilman Hausherr when he got annoyed by the number of bugs in the link checking application he was using at the time.
The software and more information can be found on http://home.snafu.de/tilman/xenulink.html.