OSXとLinuxにプリインストールされているコマンドラインからdigが最適です。
$dig mg.somedomain.com
; <<>> DiG 9.8.3-P1 <<>> mg.somedomain.com
;; global options: +cmd
;; Got answer:
;; ->>HEADER<<- opcode: QUERY, status: NOERROR, id: 62368
;; flags: qr rd ra; QUERY: 1, ANSWER: 3, AUTHORITY: 4, ADDITIONAL: 0
;; QUESTION SECTION:
;mg.somedomain.com. IN A
;; ANSWER SECTION:
mg.somedomain.com. 300 IN CNAME mailgun.org.
mailgun.org. 37 IN A 52.205.109.69
mailgun.org. 37 IN A 23.20.45.146
;; AUTHORITY SECTION:
mailgun.org. 96414 IN NS ns-133.awsdns-16.com.
mailgun.org. 96414 IN NS ns-1482.awsdns-57.org.
mailgun.org. 96414 IN NS ns-1614.awsdns-09.co.uk.
mailgun.org. 96414 IN NS ns-586.awsdns-09.net.
;; Query time: 38 msec
;; SERVER: 192.168.1.1#53(192.168.1.1)
;; WHEN: Fri Nov 4 13:30:24 2016
;; MSG SIZE rcvd: 236