I am using Drupal 5.1. The left column vanishes when I get a 404 error. This happens with the standard Drupal-generated 404 page, as well as my own custom error page.
I experienced this problem with the Chameleon theme and a tweaked version of Bluemarine (see it @ http://mediameriquat.com/missing_left_column). No idea about other modules. I never had this kind of problem with previous versions of Drupal.
Maybe this is an attempt to keep the 404 pages as "light" as possible?
I would like the users to see all links in the left blocks, so they can access the contents or the site faster.