Add explanation about blocks not appearing on 404 pages

Second that. How can I get my blocks to reappear on a 404?

Nothing since? Did anyone figure out a way to display block on a 'page' that does not exist? Could you use contexts?

I have found a solution with the 404block module. It works great with CustomError but needs some configuration if you are using the Context module to display your blocks, etc.

In my case I am using context to display various blocks for various regions, so I have no regular blocks assigned to regions, but this will also display any blocks when a 404 is invoked. Since contexts (at this time) cannot match a php expression I decided to set my block in admin/build/block and only show them when a php function return true.
Here is the code from the 404block module slightly modified:

<?php
 if (strpos(drupal_get_headers(), '404 Not Found') !== FALSE) {
    // Show all regions.
    return TRUE;
  }
?>

Now I have my '404' blocks configure the drupal way and all other shown via the context module. Hope this helps others

As far as I am able to tell, this is not an issue for the Drupal 7 version of this module (i.e. links in the navigation block appear on the custom 403 and 404 pages produced by this module).

However, it may still remain an issue for the Drupal 6 version (I have not tested this version). If so this should be mentioned in the README.txt, with a reference to the 404 Blocks module as a possible solution.

See also: http://drupal.org/node/267163.

Note added to README.txt of 6.x-1.2: https://drupal.org/node/2056029.