Depends what the relation is.
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If it's a multipolygon, the JOSM validator will handle it.
it. Difficult geometry problems can be sorted out with te [OSM Inspector's multipolygon view][1].
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If it's a route relation, you can order the elements in JOSM's relation editor and see if they connect, but this only works if the route is the same in both directions. The <a href=http://wiki.openstreetmap.org/wiki/Relation_Analyzer>Relation Analyzer</a> automates this process for a saved relation.
If your route relation uses directional roles (north for ways that carry only northbound traffic, etc.; common in the US but probably not elsewhere), you can use <a href=http://toolserver.org/~nakor/relation.fcgi?relation=>Nakor's tool</a>. I know of no tool that will handle the more common forward/backward roles.
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If it's a turn restriction, JOSM (with the restriction plugin) will check it. You can also use the <a href=http://osm.virtuelle-loipe.de/restrictions/>Restriction Analyser</a>, which may find errors that JOSM doesn't (and vice versa).
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There's also <a href=http://wiki.openstreetmap.org/wiki/Relation_Check>Relation Check</a>, which I haven't used.used.
[1]: http://tools.geofabrik.de/osmi/debug.html?view=multipolygon&lon=-12.00000&lat=25.00000&zoom=3&overlays=invalid_geometry_hull,duplicate_ways,intersections,intersection_lines,ring_not_closed_hull,ring_not_closed,unconnected_end_nodes,touching_inner_rings_hull,touching_inner_rings,role_mismatch_hull,role_mismatch,duplicate_tags_hull,duplicate_tags,multipolygons_type_is_boundary,type_is_boundary,ways,role_markers,way_end_nodes,way_nodes