I've found many tools which allow you to enter a URL (or group of URLs) to see if it links back to [enter URL here]. If you can supply a list of URLs that are known to link back to you, then you are fine. When you aren't sure of the exact URL, some rare tools allow you to spider an entire domain looking for a link to your site.
Run a Google search for
reciprocal link checker and you will find many results for free, online tools that will run the searches for you.
I may be able to add an additional feature to the Broken Link Checker here that will scan any external link found on your site for a link back to yours, but this would not be able to accommodate sites that aren't linking back from the exact page you are linking to. In other words, if the page you are linking to is the one linking back to you... then this could be possible.