We authenticate with an Active Directory Forest and users log in with names such as "DOMAIN\user". When logged in the link to their user area in the top right is something like:
http://<jenkins>/user/DOMAIN/user which gives a 404 error when clicked.
Replacing the slash with an escape code
or using an underscore
works. The link to the users account should probably use one of these. I am not sure whether this is a problem in Jenkins core or the active directory plugin.