User @affiliation has suggested a great free tool that does the job. You can set it to ignore the internal URLs - thus it will only return the outbound ones.
8:46 pm on Mar 3, 2014 (gmt 0)
I tried Xenu. It only scans one page. No matter what I do, (set to 999 depth) it only scans one page.
I figured it was broken?
9:16 pm on Mar 3, 2014 (gmt 0)
11:20 pm on Mar 3, 2014 (gmt 0)
is xenu finding any links on that page?
Either anything that is within ahref tags or any text that starts www.
xenu won't show you the (unanchored) url citations on a page so you would need a separate tool to find those.
the www. pattern won't be sufficient to capture all uris on the page as even sites that are canonicalized to the www.example.com hostname often are referred to without the www.