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Spamming is one of the biggest problems for site owners that many people just link their sites in comments and forums. There are public databases available to monitor frequently spamming links and add the domains to blacklist. Search engines like Google will punish the domains in the blacklist and demote the site's rank in search results pages. Hence it is highly recommended not to build unnatural links to external sites and getting your site removed from Google searches.
Here is a free blacklist lookup tool to check whether your site is listed in one of the blacklist databases. Enter the domain name and hit submit button to see the status.