Use the following in your ~/.emacs file have Emacs display a little marker in the left fringe for window area not part of the buffer (ie. not filled with empty lines):

    (setq default-indicate-empty-lines t)

Or temporarily use M-x set-variable to set ‘indicate-empty-lines’ to t.

For Emacs 20:

 From: Samuel Padgett
 Subject: Re: Highlight end of buffer
 Newsgroups: gnu.emacs.help
 Date: Tue, 16 Oct 2001 19:48:38 GMT
 (defun my-mark-eob ()
   (let ((existing-overlays (overlays-in (point-max) (point-max)))
	 (eob-mark (make-overlay (point-max) (point-max) nil t t))
	 (eob-text "~~~"))
     ;; Delete any previous EOB markers.  Necessary so that they don't
     ;; accumulate on calls to revert-buffer.
     (dolist (next-overlay existing-overlays)
       (if (overlay-get next-overlay 'eob-overlay)
	   (delete-overlay next-overlay)))
     ;; Add a new EOB marker.
     (put-text-property 0 (length eob-text)
			'face '(foreground-color . "slate gray") eob-text)
     (overlay-put eob-mark 'eob-overlay t)
     (overlay-put eob-mark 'after-string eob-text)))
 (add-hook 'find-file-hooks 'my-mark-eob)