Just as users don't expect links at the top of the content area to go off the page, they don't expect links in the left navigation area to stay on the page. The left navigation is usually other topics that may be related, that may be in the same section of the web site, but that are not on the same web page.
I was doing a usability test of a web site as the first step to revising the site. One of the pages that participants reached had a good set of questions and answers grouped by topic. Participants liked the questions and answers but complained that they had to scroll when they would have liked to jump to the topic they needed. Several suggested "a list of the topics at the top like you see on lots of other web pages."
In fact, the list was on the page; it was in the left navigation column. But the participants' reaction was "I wouldn't look there. That's where I look when I think my answer isn't on this page." (This page is gone; the site has changed.)
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