Free Web Link Validators
LinkChecker is a free, GPL licensed website validator. LinkChecker checks links in web documents or full websites.
Xenu Link Sleuth (TM)
Xenu Link Sleuth (TM) checks Web sites for broken links. Link verification is done on normal links, images, frames, plug-ins, backgrounds, local image maps, style sheets, scripts and java applets. (downloadable program)
REL Link Checker Lite
This is the free version of a commercial link checker. You can also download their pay version for a 30-day trial. The free version will check one url at a time or import a text list of up to 1000 links to be checked. (downloadable program)
W3C Link Checker
This is an online web link checker. Enter an url and it will check the links and give you a report.