Xenu’s Link Sleuth is a free desktop Windows linkbot (Web link checker). It’s quite possibly the only one now available, at least for those who prefer not to punt their URLs into a Web-based service. Xenu’s Link Sleuth has been out of development since September 2010, but is still more up to date than the old Linkbot Pro 5.x (which needs to be run in Windows XP compatibility mode on newer versions of Windows). Xenu LS looks very similar to Linkbot and it works in much the same manner on Windows 8.x. It has about the same speed, maybe a little quicker — but that may be because it is more impatient on waiting for timeouts.
Xenu LS can “treat redirections as errors”, often very useful for detecting moved pages, but this feature may need to be enabled in the Advanced panel. It’s not as useful as Linkbot in this regard, because it doesn’t show you the new and old URLs side-by-side. Just the original URL and an “object permanently moved” or “object temporarily moved” flag. This makes it harder to detect if an OJS journal installation, for instance, is just passing a visitor over to the “current issue” page of a journal or is sending visitors to a more anomalous URL.
Sadly some large sites, such as Hathi, block being visited by a Xenu installation. Presumably this is because they see it as a species of URL harvester. The way that Xenu identifies itself to servers cannot be spoofed, unfortunately. Thankfully the number of such URLs seems to be very small (Hathi, CIA, uMich.edu, for me). If, however, your own starting server is blocked in that manner, then the simple workaround is to locate the URL list page on your hard-drive and check from your local copy.