Xenu allows you to systematically check a website for broken links. It’s in the download-and-install variety of software. While there are other web-based tools like this, Xenu is free, has an intuitive interface, and allows for a lot more customization.
If your web hosting has a limit on the amount of CPU usage you can have at any one time, you can use Xenu to throttle down it’s checking to 1 thread at a time in the options. This will make the scan go longer, but it won’t bring your website down when you’re trying to do the complete opposite.
You can limit the scan to just internal links if you’d like and after the scan completes, you can choose to save a Google sitemap .xml file (“needed” for Google Webmaster Tools). You’re given reports in the program and as a compiled HTML file which makes it easy to track down these broken links.
Xenu helps maintain your website and keep from annoying your visitors when they stumble upon dead links to something they really want to get to. Download and install Xenu.