Lighttpd

If you create a directory without a index file and disable directory listing for it, lighttpd will send a 404 error, but that looks like the directory doesn't exist. That would make sense if you think that the index file is missing.

But as discussed in the IRC, I think a 403 would make more sense because the directory exists and in most cases, you disable directory listing because you don't want somebody to see the contents of a directory.