David Ciccarelli likens finding lost links with "The Parable of the Lost Sheep." He offers up a list of ways to help you search. For starters, you can find lost links through Google Webmaster tools, which crawl sites looking for 404 errors. Every error gets added to a list.
Ciccarelli explains how to tap into several tools to keep track and confirm that links work. He also steps through making a spreadsheet and the information it should contain to improve your chances of success.