If you're running a PHP site on your own server, you can find out what 404 errors have occurred by viewing the log files. If, like me, you're running your PHP site on a cheap and cheerful host, you're probably not going to have access to the log files. But you can probably still do something to find out about them.
The first thing to do is ensure your users see a useful error message, rather than the default provided by your host, which will probably be some page advertising their services. This can be achieved via the .htaccess file, if your site is running on Apache. IIS has similar features, available through its admin tool (although I can't believe there are many people using PHP on IIS). Add something like the following to the .htaccess file to tell Apache to show your custom error page.
ErrorDocument 404 /error.php
The next thing to do is to make sure you get notified if somebody ends up on a non-existent page on your site, so just add the following code to error.php somewhere.
$message = "URL: " . $_SERVER["REQUEST_URI"] . "\n" . "Referrer: " . $_SERVER["HTTP_REFERER"] . "\n" . "Browser: " . $_SERVER["HTTP_USER_AGENT"]; mail("firstname.lastname@example.org", "404 error", $message);
And that's that. Well except the referrer doesn't seem to work for me... But it's already been useful, I've found one spurious bit of CSS trying to load an non-existent image, although I've also had quite a few false positives.