Would you believe that in 2010, there are still websites that forbid linking to them? If you think it's odd to try and prevent others pointing to pages they've made freely accessible to the public, it's odder still to see who is doing it.
For example, The Independent, an ad-supported newspaper whose business requires and promotes exactly this sort of inbound linkage, says that "Third parties must not deep-link to" any part of the website. The Times' recently paywalled website doesn't even want you to send potential customers its way: "linking to the Website is prohibited."
Malcolm Coles offers a selection of similarly bizarre and unenforceable terms posted by websites.