For the US market,the FDA website lists recalls. They do not appear to have an RSS feed, but the recalls are date-ordered, so if you get in the habit of checking it periodically, you can still spot what's new. Even if you're not in the US, this list should still be helpful if your pet food is sold in the US.
The Canadian Food Inspection Agency lists food recalls on its web site but does not call out pet food specifically. (They also seem to be missing some recalls I expected to see, but this was the best Canada-specific information I could find.)
PetMD has a recalls page that may be global in scope. They seem to draw from manufacturer notices and not just from governments.
You can also monitor The Consumerist, which announces consumer-focused recalls; they provide tags, but there is no simple way to monitor only a portion of what they publish. You can also join and any relevant pet-enthusiast Facebook groups to hear about recalls via crowd-sourcing.
In addition to checking sites like these, you could set a Google Alert for the name of your pet food, plus the word "recall", which would catch blog mentions and other news sources. Note that this may generate both false positives and false negatives.