enigma1 - 3:12 pm on Dec 30, 2011 (gmt 0)
It takes a bit but invalid links drop out of the google index.
If you keep seeing them in gwt, is possible the old links might still referenced inside your domain's pages. In this case you won't see them indexed with site:example.com as accessing them now will return some error code, but you will keep seeing the errors.
Normally gwt won't show errors because an external site still has references to non existing pages in your domain.