Sgt_Kickaxe - 6:09 am on Feb 19, 2011 (gmt 0)

G webmaster tools makes finding your 404's easy. If it's a valid dofollow link from another site you might want to redirect that link to the appropriate place, if the page is related.

The nice thing about Google's webmaster tools is that if a link doesn't register from another site, and you see no 404, you probably don't want to worry about it because google isn't.