Hello Bob,
yes, Standalone Sitemap Generator has a "Broken Links Check" feature, which displays a list of dead link and corresponding "referring page" URLs (demo version:
http://www.xml-sitemaps.com/generator-demo/).
Please note, however, that according to License Agreement (
http://www.xml-sitemaps.com/license.html), you are not allowed to create sitemaps that you
do not own (additional liceses are required for this). But you can use the broken links finder for yourself, as far as you do not distribute the resulting sitemap to the site owners.
You can also find some broken links checker software on the net (specialized in the task you described).
Thank you for your interest.