(If the links work, but you need some other kind of help,
see this general Help Page, which opens in another window.)
The most likely reason by far is that you are not looking in the right place. For various technical reasons — for your own convenience in fact, as you will quickly discover — not all pages open in the same window. It is extremely useful, when you have a large index page linking to dozens or even hundreds of other pages, to keep it open in one window, while your links open in another. Go to your menu bar and look for other windows. [ In Explorer: the bar at the top of your screen where you see File Edit then select menu item Window: a submenu will appear listing the other windows available. ]
Usually, that will solve your problem.
This system of rotating windows — in theory you might have as many as 10 on my site, but it's very, very unlikely — was adopted after several months of experimentation and careful consideration. (Read: "You haven't lived until you've gone to a link you're not interested in, pressed the back button. . . and found yourself reloading a 1-MB map, or even a largish page of Pliny the Elder.")
This page, by the way, is an exception of course: or else you wouldn't have found it! (Apologies to you other folks. Help pages other than this one all open in the separate "Help" window.)
If that's not it, a second reason is that I haven't written the page yet, but I stupidly put the link in anyway. That's bad site management: I'm sorry! I'm trying to catch all of these . . . but if you find one, would you please send me a note so that I can do one or the other? (Chances are, I will probably write at least a quick page.)
Just as on any other site, offsite links may suddenly go belly-up.
Would you please let me know which link, on which of my pages, so I can do something about it? (And patience please . . . . At last count, Mar 2013, there were about 610,000 links on the 10,000+ pages of this site: it would be truly amazing if they were all good!)
The final possibility is that between this site and your browser, there is some peculiar bug. Such things have happened, the worst one being a bug in Microsoft's Internet Explorer (version 4.0) causing MSIE users to get nothing but broken links, although everyone else was fine!
Once again, please drop me a line. If this is the culprit, I may come back to you and ask you what browser you're using, etc. This helps me solve the problem. (Yes, by the way, I was eventually able to find and work around that MSIE‑4 bug.)
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Page updated: 13 Mar 13