LinkChecker is a nice command-line utility for checking links in web documents. It can be used for testing purposes to check all links on a given web site. It works best for smaller content-focused sites like blogs and homepages. Checking a large site can take lots of time as there can be lots of pages.
linkchecker -a http://rlaanemets.com
checks all links in the current blog. The
-a option instructs it to check anchors as well. More info: http://wummel.github.io/linkchecker/.