I just checked my site for broken links with xenu.
I found a (really small) issue with the serendipity_event_linktoolbar plugin (HTML Link Metatags). The link "next" is also inserted, if there are no next pages. Therefore the following pages get correcly a 404 Error (because they don't exist):
plugins
http ://www.dd4kids.de/plugin/tag/wandern/P2.html (from http ://www.dd4kids.de/plugin/tag/wandern)
archives
http ://www.dd4kids.de/archives// (from http ://www.dd4kids.de/index.php?/archive and http ://www.dd4kids.de/archive)
http ://www.dd4kids.de/archives/0/1// (from http ://www.dd4kids.de/archives/0/1/)
static pages
http ://www.dd4kids.de/pages/termine/P1.html from (http ://www.dd4kids.de/pages/termine.html)
(I inserted a space before colon of all url, to force the board not to create links.)