Scan your pages with a link checker. There are many available. Use Xenu for crawling an entire site, and Pingdom for more intimate analysis of a single page. Both tools will expose 404 errors and files missing from your server.
When your HTML or CSS request an image that isn't there, your server still prepares a 404 File Not Found document and delivers that to the client. Very often the 404 page is larger than the missing image would have been! Earn a few negabytes by scanning your pages, and when broken images are found, either remove the unnecessary image (<img> tag or CSS property), or copy the image file to the server to satisfy requests and eliminate 404 errors.
404 errors - even invisible ones - have a real cost