The “Broken Links Plug-in” searches for broken links from within a WordPress site, but there is also an easy way to check for broken links from outside the site – more importantly, to make sure that Google is not following them and marking the site down as a result.
The clue to this lies within the the Google Webmaster Tools, that I have talked about before regarding a number of other features.
Once inside the webmaster tools the diagnostics area gives access to Crawler Errors, and it is here that Google shows the addresses that it expected to find on the site, but was unable to retrieve.
Clicking on one of the links displays the information about where the link was found. If it was coming from an external site, then there may not be much that you can do about it, except maybe set up and re-direct link to a valid address. But if they are coming from inside your site, then maybe you have some links that the broken link checker plug-in did not pick up on, and now you know where they need fixing.
Here is an example from one of my sites (in German), showing a URL that does not exist, and below it the posts on the site that are linking to it. I suspect this happened during a permalink change, but whatever the cause was, I need to get those links changed.