I would like to know the answer to this also.. like if the spider hits broken links a few times.. would it sort of get frustrated and leave?! Really have no idea.
We debated this for a little while elsewhere, and the concensus was YES. broken links can possibly count against you, as it shows your site as being possibly out of date, or a bad resource.
I would also have to say Yes, although I don't have any experimental data to prove it. I would imagine that broken links within your site would be worse than broken outgoing links. i.e: If www.yoursite.com/page1.htm is a broken link, that would have a worse penalty than if www.someothersite.com/page2.htm was broken. 'Cos you can check to see if your site dis functional and doesn't have any broken links etc., but you don't really have any control over external sites that you link to (i.e: their uptime, hosting etc.) I would be interested to see if anybody can confirm this though.