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The recursion scope restriction seems to be broken, and checklink wanders to other hosts. An example where this happens is here: <http://validator.w3.org/checklink?uri=tacvek.tripod.com&summary=on&hide_type=all&recursive=on&depth=3&check=Check>
This does happen if one enters "tacvek.tripod.com" or "http://tacvek.tripod.com" to the URI field, but does *not* happen if the URI is "http://tacvek.tripod.com/" or "tacvek.tripod.com/". IOW, there needs to be at least one slash after the hostname.
Fixed in 3.6.2.2.