Plenty of tools out there, such as Marketleap, run a quick check across multiple search engines and report the number of backlinks to a page for each. A new one, however, also includes the number of backlinks reported by the new MSN tech preview beta search, which is what makes this tool worthy of mentioning. Go to www.justintubbs.com/backlinks to run it. (The option is described as MSN Tech).
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Yes, there are a lot of tools to use for checking backlinks. There are free and paid tools i used, the backlinkwatch and Colibri tool that helps me as a project manager.