This usually occures when a re-direct is followed from a servers HTTP location: header that did not specificy the host.
From RFC2616 section 14.23 Host
A client MUST include a Host header field in all HTTP/1.1 request messages . If the requested URI does not include an Internet host name for the service being requested, then the Host header field MUST be given with an empty value
All Internet-based HTTP/1.1 servers MUST respond with a 400 (Bad Request) status code to any HTTP/1.1 request message which lacks a Host header field.