Sometimes a thread will show that there is another page to go to, but when you click on the next page, it takes you to the same page. For example, when I look at this thread right now: http://www.elitetrader.com/vb/showthread.php?p=3937616#post3937616 At the bottom, "13" is in black and "14" is in blue. If I click on 14 it takes me to page 13 which is the one I was already on. This doesn't happen all the time, and its possible the problem in the example above will be gone by the time you look at it. But I've seen it a couple of times now.
I think that happens because the post has been deleted. The extra link might not disappear right away.