You can have Google display a list of pages that link to your site by entering a query such as this into Google:
link:http://www.mydomain.com/
However, the list returned by Google in this way is almost never complete. First, it often takes several weeks before a new link will be indexed by Google and included in the list. Second, Google never shows all of the links that it knows about (the reason for this is unknown).
You're likely to get more complete results by entering the same query into http://www.alltheweb.com/ However, even that seacrh engine will usually not show a complete list of links, leaving out especially the most recently added links.
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