OCLC has a link checker that runs as a FireFox plug-in...it's pretty handy. It's called LinkEvaluator
The only drawback to it is that it needs to run on a live HTML page...you can't feed it a list of links say, in a csv format.
Another one that is Open Source is Linklint. It runs on Perl and is a command-line utility. You can feed it a list of URL's in lots of different formarts and it will spit out a nice report for you to look at.
Last, if you're using Dreamweaver, it has it's own link checking utility (although it may be an extension, I'm not sure since it's been a while since I used it). Again, you have to feed it links in HTML (anchor tag) format.
All in all, OCLC's tool is by far the easiest to use, but from what I know, it won't spit out a report. What it does do is highlight bad links in red and working links in green. I used to feed it long title lists of journals with links to see if we had access to what we're supposed to have access to...it's not perfect, but it sure beats checking a title list of 2000 journals :) It's also configurable to look for other HTTP header codes (I think). Eric Hellman might chime in on it if he's reading this.
Electronic Resources Librarian
University of Wyoming Libraries
Dept 3334, 1000 E University Ave.
Laramie, WY 82071-20000
Ph: (307) 766-5560
From: Kathryn Johns-Masten <johnsmas@OSWEGO.EDU>
Reply-To: "SERIALST: Serials in Libraries Discussion Forum" <SERIALST@LIST.UVM.EDU>
Date: Fri, 20 Mar 2009 10:46:55 -0600
To: "SERIALST: Serials in Libraries Discussion Forum" <SERIALST@LIST.UVM.EDU>
Subject: [SERIALST] Link Checker Software
Does anyone use a link checker that they would recommend? We want to
have a more consistent way of checking our links in our subject guides.
Electronic Resources/Serials Librarian
SUNY Oswego - Penfield Library