I had an issue with spam links being inserted on a site, so I did of bit of research on this. All of the links above are great, but unfortunately check only the site that you submit (instead of the entire domain).
The best I've found is Screaming Spider. Enter your domain at the top and click Start. After it's completed, click the "External" tab at the top and it will show you a list of links.
Additionally, if you want to see the page on your site that the link is located, click the "In-Links" tab on the bottom and the "From" column will give you the page.
This helped us a ton. Enjoy!
