Bookmarking and Links
This problem is not unrelated to the Back button issue.
When you bookmark a page, you are attempting to save a shortcut to some content. In the page-based metaphor, this is not unreasonable; although pages can have some degree of dynamic content, being able subsequently to find the page itself usually gets us close enough to seeing what we saw on our previous visit.
Ajax, however, can use the same page address for a whole application, with large quantities of dynamic content being returned from the server in accordance with a user's actions.
What happens when you want to bookmark a particular screen of information and/or pass that link to a friend or colleague? Merely using the URL of the current page is unlikely to produce the results you require.
Although it may be difficult to totally eradicate this problem, it may be possible to alleviate it somewhat by providing permanent links to specially chosen states of an application.