On DesignAeon.com there's a recent tutorial posted showing you how to extract URLs from your database and determine which ones are "dead" automatically with the help of cURL.

Checking Deadlinks From the database manually is a Headache ,So why not use a script which return the http status of the particular link and tell us if the link is dead or not.So how do we check the dead links from the database ? How do we programatically check whether the link is dead or not ? To check broken or dead links from Database we will use curl .

Included in the post is a sample script that extracts the URLs from a field in the database (you'd need some extra smarts if you're pulling it from content) and running it though a "checklink" function. If the call to curl_getinfo returns false, the link is marked dead.