There are many, but currently, the one I’m using is Xenu Link Sleuth. It’s an app that allows you to scan a website for any broken links, and missing files or pictures. It also works like a crawler, and it crawls every link it finds in a given url. So it does not only checks a link, it actually scans an entire website and anything linked to it.
This app is also free.
You can download the Xenu app from this website.