It’s usually nothing to worry about.
However there are many more benign scenarios. It’s possible your browser may simply be doing a good job protecting you.
Become a Patron of Ask Leo! and go ad-free!
Malware often works by forcing your browser to go to places you would never go. PUPs in particular often add toolbars and other software to your system that intercepts what you’re doing and just rudely takes over, sending you to bogus search sites or worse.
These days my first recommendation when you run into unexpected history entries is to make sure your machine has no unexpected malware. In particular I’d have you run the tools outline in How do I remove PUPs, foistware, drive-bys, toolbars, and other annoying things I never wanted?
Traditional pop-ups and pop-unders
Many websites employ pop-ups — additional browser windows that open up when you visit the site. These typically contain ads for which the site owner is getting paid. Pop-unders are additional browser windows that similarly are created when you visit a site, but are explicitly placed behind your current browser window so they’ll be visible later when you exit the browser.
Pop-up blockers — now built in to most browsers –prevent pop-up (and pop-under) windows from happening. The blockers intercept the requests to create new browser windows and prevent them.
My theory is that the URLs behind blocked pop-ups can sometimes still appear in your history, having been added to the list before the pop-up is blocked. You’ve never seen it, but it’s there in the list.
One page, many sources
Some web pages that look like a single page are actually a composite of more than one page or page fragments. What you see as being a single URL may have fetched content from several different sites.1
Depending on how your browser handles these requests, it’s possible that these page elements could appear as individual entries in your history. You wouldn’t recognize them, because they’re not pages that you explicitly visited, but they’re present because they were part of some page you did.
Many web browsers now also include a feature where, in the background, they’ll begin fetching the pages linked to by the page you’re currently viewing.
The idea is that when you click a link on the page, if all or even some of it has already been downloaded it’ll come up much more quickly. That there’s downloading going on you didn’t explicitly ask for is typically not an issue because you’re busy reading the page you originally requested.
Once again, exactly whether or not these pages will appear in history depends on the browser. In theory I’d only expect them to appear for the links you’ve actually clicked, or pages you’ve actually viewed, but browser designers could decide otherwise.
Most of the time this pre-load feature is also something you can turn off, somewhere in the options for the specific browser you use.
Ultimately, unless someone else is using your computer when you’re not looking — which is also something worth checking for — I believe that this is typically a very benign occurrence.
However that shouldn’t stop you from taking the appropriate precautions to keep your computer safe.
1: I do a variation of this myself. Many of the images I display come from a completely different domain or “site”, for example.