In WordPress 1.5, permalinks must end in a slash, otherwise the nextpage tag will not work.
In the Options/Permalinks screen of WordPress’s admin interface, I had my permalink format set to
/%year%%monthnum%%day%/%postname%
But then if I used a nextpage tag in a post, the next page links didn’t work. the links for subsequent pages were showing up as post-title2/, but clicking the links yielded a “page not found”.
It turns out that the link should have been post-title/2/. However, the code that generates the link seems to just add the page number after the parmalink, without checking whether it should also add a slash. To fix it simply, I just added a slash after the permalink, like this.
/%year%%monthnum%%day%/%postname%/
Now multi-page posts work fine.
There are other reasons why permalinks should end in a slash too. Maybe I will write about this sometime.
Nowadays I tend to think that WordPress permalinks should not end with a slash, simply because that makes them look like directories when they are not. But obviously I am not yet committed to this view — have a look at your address bar. 😉