You may have heard about HFNetChk for years. It's a free utility, developed by patch-management vendor Shavlik Technologies. The utility scans a computer to see if all Windows patches have been installed, and specifies those that haven't.

HFNetChk has an unendearing but scriptable command-line interface. The Code Project has released a GUI front end that scripts HFNetChk and uses DHTML in a browser window to control it. It's rudimentary but very useful, and source code is included in case you want to enhance it or just learn how it works.