I am always looking for this one, so I am blogging it for future reference and for everyone to use.

^(?#Protocol)(?:(?:ht|f)tp(?:s?)\:\/\/|~/|/)?(?#Username:Password)(?:\w+:\w+@)?(?#Subdomains)(?:(?:[-\w]+\.)+(?#TopLevel Domains)(?:com|org|net|gov|mil|biz|info|mobi|name|aero|jobs|museum|travel|[a-z]{2}))(?#Port)(?::[\d]{1,5})?(?#Directories)(?:(?:(?:/(?:[-\w~!$+|.,=]|%[a-f\d]{2})+)+|/)+|\?|#)?(?#Query)(?:(?:\?(?:[-\w~!$+|.,*:]|%[a-f\d{2}])+=(?:[-\w~!$+|.,*:=]|%[a-f\d]{2})*)(?:&(?:[-\w~!$+|.,*:]|%[a-f\d{2}])+=(?:[-\w~!$+|.,*:=]|%[a-f\d]{2})*)*)*(?#Anchor)(?:#(?:[-\w~!$+|.,*:=]|%[a-f\d]{2})*)?$

There is more information on Ivan’s blog.