Developed by Moz, this free tool allows you to check data for any domain name. You can see who is linking to that domain and what anchor texts they are using. Apart from that, Open Site Explorer offers a wealth of information like top pages, linking domains, which pages are linked on your site, etc.
This tool is free, but has daily search limits for each person.
To unlock the full power, you would need a Moz Pro Subscription which also gets you access to their other tools as well.