If you request a non existent page on a coldfusion site .It will not show up your normal Apache custom 404 page.
A trick to show a custom page ( eg: cferror.cfm ) when a non existant cfm page is accessed is:
Add the following entry to the .htaccess file in your DocumentRoot
RewriteEngine On
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} [...]