I've noticed on another site I run (that has some extensive user tracking) that users are ending up quite often on 404 pages. They're not telling me what link on my site is bringing them there – so I started looking for ways to get that information (without the need to bug the particular user(s) that are getting the 404)
(so far I have just one link – if this does the trick then I won't add more – otherwise I'll add to this post as I find more)
Here's a 404 Handler I found from webmasterengine.com (This script emails you the details of the 404)
(got this to work after I fixed a problem with the way my .htaccess was written – see comments of this post for details)