For example to check link popularity of www.yahoo.com
Alltheweb: at search box type:
link.all:www.yahoo.com -site:yahoo.com
Altavista:
link:www.yahoo.com
Google: at searchbox type
link:www.yahoo.com
HotBot/Inktomi
linkdomain:yahoo.com
MSN
linkdomain:www.yahoo.com