We have gotten this quite a bit because Pinterest, like all major websites, uses dozens of other URLs besides pinterest.com to load content. However, unlike other major websites, Pinterest refuses to use referrer URLs to help identify its traffic. Pinterest loads most of its content from URLs that are categorized as Content Delivery Networks. If you are blocking that category in Web Filter > Categories, you may have to add both *pinterest.com* and *pinimg.com* to the Pass Sites tab.
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