When using the tufte-book or tufte-handout document class, if a sidenote or marginnote is placed on a line that ends with a hyperlink which continues onto the next line (i.e. the hyperlink breaks over the end of the line), then the sidenote/marginnote takes on the coloring of the link.
The MWE below shows this behavior. Shortening the long links so that they no longer break onto the next line removes the coloration from the corresponding marginal material.
\documentclass{tufte-book}
\hypersetup{colorlinks}
\begin{document}
Here is my label.\label{label}
This\sidenote{this is colored} \hyperref[label]{is a very very very very long link that breaks onto the next line}.
This\sidenote{this is not} \hyperref[label]{is a short link}.
This\marginnote{this is colored} \hyperref[label]{is a very very very very long link that breaks onto the next line}.
This\marginnote{this is not} \hyperref[label]{is a short link}.
\end{document}

How can I prevent marginal material from taking on the link color in this situation?

\sidenoteand\marginnotecommands are provided bytufte-latex. Thesidenotespackage provides similar functionality, but I do not believe it is loaded by thetufte-latexdocument classes. – hakona Sep 06 '14 at 08:52sidenotespackage directly. I think it can be used independently from the class ? – Sep 06 '14 at 09:40articleand loadhyperrefandsidenotesthe problem does not occur. However, that might be a separate issue since I don't know if the\sidenotecommand provided bytufte-latexis the same as the one provided by thesidenotespackage as tufte-latex predates sidenotes. – hakona Sep 06 '14 at 09:40