Ever since we installed a new Microsoft TMG server for proxy authentication and web filtering, we've seen random users being denied access for no good reason. The rules have been set to allow access to these users and it works for most of the other users.
The logs seem to show that the users, who are logged in as domain users still show up as anonymous accounts at the TMG server.
In one such instance, this step fixed it.
In IE-> tools-> Internet Options-> Advanced-> Security
Toggle the "Enable integrated windows authentication."
