Adrian Buckman has a script which makes sure your backups are where msdb says they are:
Here is the information that the script provides:
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Warn of restores over the top of the database since its last FULL backup
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Show database snapshots currently against the database
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Show the last FULL, DIFF and LOG backup for the database including the backup durations and backup age.
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Backup file information such as backup start/finish time , file path , first LSN , Last LSN , a status column which states whether the log chain is in tact based on First and last LSN but also if the file exists on disk, and finally a file exists column which will tell you if the file still exists on disk.
This is a great script if you take transaction log backups frequently (typically a good idea).