* In Google search engine you can type link:<Your website name> to see who are linking your website. Google may not show you all the websites linking to your website. Most of the time it will show only those links which Google considers are important or the links whose PR rank is more than 4
* In Yahoo use site explorer
https://siteexplorer.search.yahoo.com * You can also subscribe to Google webmaster tools which shows in detail which website has linked to your website. It will display in-links and out-links and the best of it it's is free . And using this you can also submit your site-map.
* If you are using any analytics software such as google analytics or Piwik you can see who is referring to your website and also the actual referring page.