Check out http:// backlinkwatch. com/index.php, (remove the space after :// and before .com) Just type in your URL and you will see a list of backlinks to your site with the anchor text that is used. If you really want to go further you can then go to the site and do a find for your anchor text to see the link.
Google only gives a percentage of the links. It's (from what I've read/hear) a standard to use Yahoo Explorer.
I use Quirk search status addon for finding backlinks in google, yahoo, bing. It is useful to finding index status of a site in major search engine like yahoo, google.