LinkChecker can check HTML documents for broken links.

Features :
     * recursive checking
     * multithreaded
     * output can be colored or normal text, HTML, SQL, CSV or a sitemap
       graph in XML or GML format.
     * additionally reports download time for HTML pages
     * HTTP/1.1 and 1.0, HTTPS, FTP, mailto:, news:, nntp:, Gopher,
       Telnet and local file links are supported
       Javascript links are currently ignored
     * restrict link checking with regular expression filters for URLs
     * proxy support
     * give username/password for HTTP and FTP authorization
     * robots.txt exclusion protocol support
     * i18n support
     * command line interface
     * (Fast)CGI web interface

WWW: http://linkchecker.sourceforge.net/