I've noticed an interested effect on corporate portals or extranets. They are often set up so that external access is allowed, but only certain applications/links actually work. This leads to a situation where you either #1 always VPN in (often redundant and useless) or #2 randomly have links break that will not work for you until you VPN in.
A better solution might be to make the links visually different if they only work internally and perhaps even put a little broken symbol next to it. This would be best if it only showed up when you are navigating to the site from outside.