http://www.ibm.com/software/awdtools/debugtool/
You can use the IBM Debug Tool to examine, monitor, and control how your routines run, and debug your routines interactively or in batch mode. Debug Tool also provides facilities for setting breakpoints and altering the contents and values of variables. Language Environment runtime options can be used with Debug Tool to debug or analyze your routine. See the Debug Tool publications for a detailed explanation of how to invoke and run Debug Tool. For more information, see http://www.ibm.com/software/awdtools/debugtool/.
http://www-306.ibm.com/software/awdtools/debugtool/tools/wddsz/
You can also use dbx to debug Language Environment applications, including C/C++ programs. z/OS UNIX System Services Command Reference has information on dbx subcommands, while z/OS UNIX System Services Programming Tools contains usage information.