I often sift through old questions without answers in order to find interesting material to research and answer them. Sometimes, when this happens, I will find a link that has died. In this case, I usually grab the raw link and search for a snapshot of it on archive.org. Then, when I've found a snapshot, I will edit the question and replace the old link with the new archive.org link.
Recently, I happened upon this question, which refers to another question on the stack exchange site, but that link gives a 404 error. I checked out archive.org, and they had one snapshot of the page, but the snapshot was of the 404 message, so the referenced page is well and truly dead.
What should be done with these kinds of links? I put a note in the comments that the link is dead and wasn't archived. Should we remove them from the question or leave them in?