We often got 404 error code, which means the pages you are looking for is not available (missing, deleted, broken link, etc). Usually it displays an ugly or standard page, depending on the web server being used. Sometimes, it's better to show a nicer page to the customer and tell them what has just happened.
Looking for ideas? Well, check out Smashing Magazine who had just picked 40 out of more than 100 entries they got on 404 error pages. It's very nice and cool.