Where I came across it was at http://jqueryui.com/demos/accordion/#option-animated
Take for instance the second property in the Options tab, "actve". It says you can use "Selector, Element, jQuery, Boolean, Number" and each one of those is a link. If you click "Selector" you get a popup that contains a link to the Selectors API page but instead of that page (http://api.jquery.com/category/selectors/) it points to http://jqueryui.com/Selectors which is a 404.
That is all.
Actually, this is related to jQuery UI documentation, not jQuery core API documentation. Also, the jQuery UI docs are undergoing an overhaul, so this will be fixed during that work.