I’ve used Xenu for years – probably as long as I’ve been coding websites – and it’s been around longer than that. You’ll see from the website that it’s incredibly old school, but sometimes the tried and tested tools are the ones you should stick with.
I’ve just helped a friend merge two sites together and we’ve used mysql to change some of the internal links but there’s still a chance that some might have been missed. Xenu will let him know what the state of play is.