You can check this free Broken Link Checker tool to find such links as well as the redirecting links.
Firefox - https://addons.mozilla.org/en-US/firefox/addon/linkchecker/ Here is a great article on the practice - http://www.seomoz.org/blog/check-my-links-chrome-extension-a-link-builders-dream
Thanks for the info! Google's been telling me that I have a broken link and for the life of me I've not been able to find it. Now, perhaps, I will.
http://www.google.com/search?source...&rlz=1T4GGHP_enBE428BE428&q=dead+link+checker Xenu is the oldest tool as for checking dead links of a whole site.
You should check it in google webmaster tool but you need to register your URL first so you can check it there