Validation Services
SKOS 2009 Validator (PoolParty)
PoolParty offers a free SKOS Thesaurus Consistency Checker service that lets you upload a thesaurus file in SKOS format and checks if the data is consistent. Consistency conditions defined in the SKOS specification are checked as well as some conditions that are mandatory for a thesaurus to be compatible for the PoolParty thesaurus management software. Check out this page on the SKOS wiki for most recent information and links.
W3C RDF Validation
Syntactic RDF validation can be performed using the W3C RDF Validation Service.
SKOS validation and quality checking proposals
The SKOS wiki maintains a list of proposed frameworks for SKOS data validation and quality checking.
Various SKOS editors also implement some form of validation. See the SKOS tools on the W3C wiki.