there are a lot of possibilities to perform a link check on any web site.
One of them is the open source tool Link Checker. It is very easy to use and shows you the specific broken link of a specific page.
I am not sure, whether contents are checked, that are only accessible to logged in users.
The Firefox extension FoxySpider should help in that case. It is meant as a crawler and the link checking functionality is switched off by default, but you can switch it on again (Preferences > Content > Ignore broken links).
I hope that helps a little.
Thanks Matt! I'll look into it