Same problem here on SLES 11 SP3 (x86_64) using Jenkins version 1.554.1 .

Jenkins authentication is performed with servlet container.
Jenkins runs on Apache Tomcat 6 and is connected with AJP to a Apache HTTP Proxy Server.
The client (browser) connects using HTTPS.

Client <-= HTTPS =-> Apache <-= AJP =-> Apache Tomcat

Here is the error message in detail (looks the same as the one in comment #0 ):

Mai 09, 2014 2:29:45 PM org.apache.coyote.ajp.AjpMessage appendString
SEVERE: Cannot append null value
java.lang.NullPointerException
at org.apache.coyote.ajp.AjpMessage.appendString(AjpMessage.java:242)
at org.apache.coyote.ajp.AjpMessage.appendBytes(AjpMessage.java:178)
at org.apache.coyote.ajp.AjpAprProcessor.prepareResponse(AjpAprProcessor.java:962)
at org.apache.coyote.ajp.AjpAprProcessor.action(AjpAprProcessor.java:486)
at org.apache.coyote.Response.action(Response.java:183)
at org.apache.coyote.Response.sendHeaders(Response.java:379)
at org.apache.catalina.connector.OutputBuffer.doFlush(OutputBuffer.java:305)
at org.apache.catalina.connector.OutputBuffer.close(OutputBuffer.java:273)
at org.apache.catalina.connector.CoyoteOutputStream.close(CoyoteOutputStream.java:104)
at com.jcraft.jzlib.DeflaterOutputStream.close(DeflaterOutputStream.java:122)
at org.kohsuke.stapler.compression.FilterServletOutputStream.close(FilterServletOutputStream
.java:36)
at java.io.FilterOutputStream.close(FilterOutputStream.java:160)
at sun.nio.cs.StreamEncoder.implClose(StreamEncoder.java:320)
at sun.nio.cs.StreamEncoder.close(StreamEncoder.java:149)
at java.io.OutputStreamWriter.close(OutputStreamWriter.java:233)
at java.io.BufferedWriter.close(BufferedWriter.java:266)
at org.dom4j.io.XMLWriter.close(XMLWriter.java:286)
at org.kohsuke.stapler.jelly.HTMLWriterOutput.close(HTMLWriterOutput.java:70)
at org.kohsuke.stapler.jelly.DefaultScriptInvoker.invokeScript(DefaultScriptInvoker.java:56)
at org.kohsuke.stapler.jelly.JellyClassTearOff.serveIndexJelly(JellyClassTearOff.java:112)
at org.kohsuke.stapler.jelly.JellyFacet.handleIndexRequest(JellyFacet.java:127)
at org.kohsuke.stapler.Stapler.tryInvoke(Stapler.java:717)
at org.kohsuke.stapler.Stapler.invoke(Stapler.java:858)
at org.kohsuke.stapler.MetaClass$6.doDispatch(MetaClass.java:248)
at org.kohsuke.stapler.NameBasedDispatcher.dispatch(NameBasedDispatcher.java:53)
at org.kohsuke.stapler.Stapler.tryInvoke(Stapler.java:728)
at org.kohsuke.stapler.Stapler.invoke(Stapler.java:858)
at org.kohsuke.stapler.Stapler.invoke(Stapler.java:631)
at org.kohsuke.stapler.Stapler.service(Stapler.java:225)
at javax.servlet.http.HttpServlet.service(HttpServlet.java:717)
at org.apache.catalina.core.ApplicationFilterChain.internalDoFilter(ApplicationFilterChain.java:290)
at org.apache.catalina.core.ApplicationFilterChain.doFilter(ApplicationFilterChain.java:206)
at hudson.util.PluginServletFilter$1.doFilter(PluginServletFilter.java:96)
at hudson.util.PluginServletFilter.doFilter(PluginServletFilter.java:88)
at org.apache.catalina.core.ApplicationFilterChain.internalDoFilter(ApplicationFilterChain.java:235)
at org.apache.catalina.core.ApplicationFilterChain.doFilter(ApplicationFilterChain.java:206)
at hudson.security.csrf.CrumbFilter.doFilter(CrumbFilter.java:48)
at org.apache.catalina.core.ApplicationFilterChain.internalDoFilter(ApplicationFilterChain.java:235)
at org.apache.catalina.core.ApplicationFilterChain.doFilter(ApplicationFilterChain.java:206)
at hudson.security.csrf.CrumbFilter.doFilter(CrumbFilter.java:48)
at org.apache.catalina.core.ApplicationFilterChain.internalDoFilter(ApplicationFilterChain.java:235)
at org.apache.catalina.core.ApplicationFilterChain.doFilter(ApplicationFilterChain.java:206)
at hudson.security.ChainedServletFilter$1.doFilter(ChainedServletFilter.java:84)
at hudson.security.UnwrapSecurityExceptionFilter.doFilter(UnwrapSecurityExceptionFilter.java:51)
at hudson.security.ChainedServletFilter$1.doFilter(ChainedServletFilter.java:87)
at jenkins.security.ExceptionTranslationFilter.doFilter(ExceptionTranslationFilter.java:117)
at hudson.security.ChainedServletFilter$1.doFilter(ChainedServletFilter.java:87)
at org.acegisecurity.providers.anonymous.AnonymousProcessingFilter.doFilter(AnonymousProcessingFilter.java:125)
at hudson.security.ChainedServletFilter$1.doFilter(ChainedServletFilter.java:87)
at hudson.security.BasicAuthenticationFilter.doFilter(BasicAuthenticationFilter.java:114)
at hudson.security.ChainedServletFilter$1.doFilter(ChainedServletFilter.java:87)
at hudson.security.ChainedServletFilter.doFilter(ChainedServletFilter.java:76)
at hudson.security.HudsonFilter.doFilter(HudsonFilter.java:164)
at org.apache.catalina.core.ApplicationFilterChain.internalDoFilter(ApplicationFilterChain.java:235)
at org.apache.catalina.core.ApplicationFilterChain.doFilter(ApplicationFilterChain.java:206)
at org.kohsuke.stapler.compression.CompressionFilter.doFilter(CompressionFilter.java:46)
at org.apache.catalina.core.ApplicationFilterChain.internalDoFilter(ApplicationFilterChain.java:235)
at org.apache.catalina.core.ApplicationFilterChain.doFilter(ApplicationFilterChain.java:206)
at hudson.util.CharacterEncodingFilter.doFilter(CharacterEncodingFilter.java:81)
at org.apache.catalina.core.ApplicationFilterChain.internalDoFilter(ApplicationFilterChain.java:235)
at org.apache.catalina.core.ApplicationFilterChain.doFilter(ApplicationFilterChain.java:206)
at org.apache.catalina.core.StandardWrapperValve.invoke(StandardWrapperValve.java:233)
at org.apache.catalina.core.StandardContextValve.invoke(StandardContextValve.java:191)
at org.apache.catalina.authenticator.AuthenticatorBase.invoke(AuthenticatorBase.java:438)
at org.apache.catalina.core.StandardHostValve.invoke(StandardHostValve.java:128)
at org.apache.catalina.valves.ErrorReportValve.invoke(ErrorReportValve.java:102)
at org.apache.catalina.core.StandardEngineValve.invoke(StandardEngineValve.java:109)
at org.apache.catalina.connector.CoyoteAdapter.service(CoyoteAdapter.java:286)
at org.apache.coyote.ajp.AjpAprProcessor.process(AjpAprProcessor.java:421)
at org.apache.coyote.ajp.AjpAprProtocol$AjpConnectionHandler.process(AjpAprProtocol.java:378)
at org.apache.tomcat.util.net.AprEndpoint$Worker.run(AprEndpoint.java:1509)
at java.lang.Thread.run(Thread.java:722)

Does this issue still occur in recent Jenkins versions? Was Jenkins 1.535 the first version to be affected by this? What happens when you don't use AJP, does it work then?

This issue still occurs in the recent version (1.585).
It appeared first in version 1.526.

It works when I use the HTTP connector instead.

It appears the AJP implementation does not want to deal with null valued headers. Unfortunately the Servlet spec does not mention whether they're allowed, and what the behavior should be.

This exception is not actually thrown (breaking things) but purely informational:

    /**
     * Write a MessageBytes out at the current write position.
     * A null MessageBytes is encoded as a string with length 0.  
     */
    public void appendBytes(MessageBytes mb) {
        if (mb == null) {
            log.error(sm.getString("ajpmessage.null"), 
                    new NullPointerException());
            appendInt(0);
            appendByte(0);
            return;
        }
        (... more code ...)

Not sure this is something that needs fixing in Jenkins (or rather Stapler). That said, given the informational nature of this issue and the availability of an easy workaround (HTTP connector), I'm reducing priority.

It appeared first in version 1.526.

To clarify, it did not occur on 1.525?

These exceptions do not occur on 1.525, the version we currently run on our server.