However, you could still find it using a more roundabout way.
Launch SharePoint Designer 2010 and open your site.
Open up ANY page in Edit mode.
Click to the View tab. Expand the task Pane and click on Hyperlinks.
The Hyperlinks panel will be displayed, along with all Broken links. You could copy and paste the results into Excel if needed.
I wouldn't vouch for the accuracy of the report but still, it is a useful tool to get started if you ever need to clean up your site.