How to find broken links on a website

For Chrome Extension there is hexometer

See LinkChecker for Firefox.

For Mac OS there is a tool Integrity which can check URLs for broken links.

For Windows there is Xenu's Link Sleuth.

Just found a wget script that does what you are asking for.

wget --spider  -o wget.log  -e robots=off --wait 1 -r -p http://www.example.com

Credit for this goes to this page.