LinkChecker is a free, GPL licensed URL validator.
If you like LinkChecker, consider a donation to improve it even more!
Commandline interface GUI client Web interface
To check a URL like http://www.example.org/myhomepage/ it is enough to enter http://www.example.org/myhomepage/ in the GUI client or web interface, or execute linkchecker http://www.example.org/myhomepage/ on the command line.
This check will validate recursively all pages starting with http://www.example.org/myhomepage/. Additionally, all external links pointing outside of www.example.org will be checked but not recursed into.
If this software does not fit your requirements, you can check out other linkcheckers.