Anyone who's ever had to build and maintain their own website will know the tearful frustration that broken links can present.
The larger your site gets, the bigger of a problem it becomes as broken links can appear for unexpected results and tend to get buried below an avalanche of information and other links.
What you need is a program that can check your entire site for links that go nowhere and tell you where they're located. If you do a search on the internet you'll find quite a number of these kind of programs, but one that I've used and liked is HTML Link Validator.
It's not free, but you are allowed to use it for a 30-day trial period. If you like it and think you'll need it again in the future, then you can buy it.
What is especially nice of this program is the ease of use and the speed with which it runs through your website. Definitely worth a try.