It's not a problem that I encounter consistently, but I do occasionally see the sort of phenomenon that Satcomer is referring to. What usually happens is that I use the "Last Page" link for a thread and then it takes me to the penultimate page. When I click on the link for the final page, once in the thread, it simply reloads the penultimate page.
It's not a problem that is always there, but it is annoying when it happens. At the moment, I too have the problem with the "What song are you playing now?" thread. Clicking on the "Last Page" link takes me to page 134, but I can see a page 135 listed once there. I click on "135" and page 134 simply reloads. This is despite the fact that hovering the cursors over the "135" link shows the link looks correct (i.e. http://macosx.com/forums/bobs-place/37111-what-song-you-playing-now-135.html). Going to that URL manually takes me to page 134 too...
I'm using Safari 2.0.4 under OS X version 10.4.9, and the Mac I'm using is a (DP) G4. I haven't tried reproducing the problem using other browsers, though.
Bloke described the same problem I am still seeing. I also have noticed the problem exists in every long multi-page thread now. The problem can be seen when you click on the "last page" from the main forum. The forum says there are 135 pages in but the "last page" is actually 134. Even the numbering at the top and bottom of the thread says there should be another page, but there is not another page. It is that simple.