Summary: Occasionally 'Back' won't work, and will simply land you back where you were, effectively doing nothing. There are reasons, and there workarounds.
Why is it on some web pages I can go 'back' to previous web pages as fast as I can click the mouse. On others I have to click 'back' 3 or 4 times, single or double click, and wait sometimes 15 seconds?
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I feel your pain. You hit back, it churns for a bit ... maybe even displays a thing or two ... and then returns you to the page you started with, without going "back" at all. If you time it right, perhaps you can hit back more than once to get where you're going. Or not.
The problem is I also feel the pain of the web site developer that caused this to happen. Sometimes it can't be avoided.
And it is a function of the website's design.
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Normally when you click a link on page "A" that lands you on page "B", you rightfully expect that when you hit "Back", you'd end up back on page "A". And most of the time you do.
The problem is that sometimes sites are set up when you click a link on page "A", it takes you to page "C", which quickly and automatically takes you to page "B". Now when you click "Back" it takes you to page "C" ... which quickly and automatically takes you back to page "B". If you hit "Back" a second time, at just the right time, you might be able to get back to page "A". If you're lucky.
Now, it might seem silly to a page into the middle of everything, and sometimes it is. However there are legitimate scenarios where it's the right thing to do. Regardless of whether it's silly or correct, it simply is, and as a web surfer you're stuck dealing with it.
Fortunately with current browsers it's not that difficult to deal with. The back button in both IE 6 and 7, as well as FireFox 2 (and I'm assuming other popular browsers) includes a dropdown list of pages you've visited recently - in fact, it's the list of sites that you would be "Backing" through if you kept hitting Back, and none of them automatically did anything.
Here's the button in FireFox:

That little down arrow, when clicked, shows the list of pages you've been to:

Simply click on the site you want to go back to. If there's one of these automatic redirection pages in the middle of everything, you can skip over it by clicking on the real page you want to go back to.
Here's the dropdown list arrow in Internet Explorer 6:

and in Internet Explorer 7:

I know, just because it's relatively easy to deal with, doesn't mean it isn't somewhat annoying. Especially considering that you probably won't realize that you need to take this step until after that first "Back" fails.
It's actually doubly annoying for me, since I see it happen in many cases where it's not actually necessary, or where there are other solutions.
Related:
Ask Leo! - I have IE set to keep history 21 days, but only today is shown. How do I see the rest?
Ask Leo! - How do I clear my search history in FireFox?
Ask Leo! - How do I delete items from Internet Explorer's auto-complete list?
Article C2842 - November 17, 2006
Leo Thanks for that: it really is annoying and a sure way of putting me off anything on the site. It may be absured but I get that annoyed and think that I am being hyjacked.
Posted by: Ron at November 18, 2006 1:18 AMOne very common use of redirects are for keeping people out of places they shouldn't be. On certain pages on certain sites I've designed, the first thing the page does is check to see if you're a registered user. If you're not, you get thrown to a page asking you to register, or get thrown to the home page, or get thrown to a page telling you not to be so dang inquisitive.
And these aren't porn sites or even pay sites most times. They're just sites that feel you shouldn't be able to, for example, post a blog comment (or read a members-only blog) without registering.
So if you try to force your way into somewhere you shouldn't go through manually typing in a link or going to a page someone linked to without permission, we toss you out. If you try to hit your back button, we toss you out again.
Sometimes you type in A or click on A and you're bounced to B, and there's just no way to use your back button to get to A, because the person who owns A doesn't want you there.
Posted by: Greg Bulmash at November 18, 2006 11:15 PMWhile the explanation makes sense ... at the same time this problem only started happening within the last month .... or perhaps has gotten much worse in that time.
What I have also noticed, is that when hitting the back button I do see minor changes, and they, so far, have been with the ADS that are displayed on pages this happens.
This suggests to me that the problem may be more related to the code the ads are using to display on the respective pages. And its not hard to fathom that some of the ad companies have seen this, and are using it as a way to get additional impressions of ads.
Anyone else seeing it similarly?
Posted by: Robert at September 28, 2007 12:04 PMSame problem with IE7 although in FireFox 2.0 the back button works quickly and 98% of the time as far as I can tell. This suggests to me that IE7 might have flaw related to this problem. Do you think an IE7 reinstall might help or do you know of a Microsoft fix for this. I couldn't find one. Thanks.
Posted by: Dick at December 7, 2007 10:12 AMI have found that I din;t have this problem when using a home page other than MSN. I believe this problem is related to Doubleclick and othert ad services. I am about ready to change my homepage!
Posted by: Phil at March 10, 2009 1:21 PMI can't get the Recent Pages button to work. There's no drop down list. I'm using IE8
Posted by: LJ at October 31, 2009 8:19 PM