The W3C HTML validator is convenient for validating HTML on a single page. The site lets you specify a file to validate by entering a URL, uploading a file, or pasting the content into a form. But the site is not designed for bulk validation. There is an offline version of the validator intended for bulk use, but it’s a Perl script and difficult to install, at least on Windows. There is also a web service API, but apparently it has no WSDL file and so is inaccessible from tools requiring such a file.
The WDG HTML validator is easier to use for a whole web site. It lets you enter a URL and it will crawl the entire site report the validation results for each page. (It’s not clear how it knows what pages to check. Maybe it looks for a sitemap or follows internal links.) If you’d like more control over the list of files it validates, you can paste a list of URLs into a form. (This was the motivation for my previous post on filtering an XML sitemap to create a list of URLs.)