Managing errors in flex

I have a flex scanner that has the following patterns (among others,
obviously):

<INITIAL>foo    BEGIN(state1);
<INITIAL>bar    BEGIN(state2);
<state1>token1  yylval.val = yytext; return TOK_TOKEN1;
<state2>token2  yylval.val = yytext; return TOK_TOKEN2;
<*><<EOF>>      yyterminate();
<*>.|\n         { char s[256];
sprintf(s,"Error at char '%s'\n",yytext);
error(s); }

What I do not understand is why that final rule never executes. I'm
using the "-s" option to flex, and getting "syntax error" instead of
my custom message from above.
[Most likely because <*> isn't a valid start state in any versioon of lex
I'm familiar with. -John]

Hello!

Aaron Sherman <AaronJSherman@gmail.com> wrote:
>[...]

>[Most likely because <*> isn't a valid start state in any versioon of lex
>I'm familiar with. -John]

The flex manpage says:

<*>r      An `r' in any start condition, even an exclusive one.

Kind regards,

Hannah.
[Oh, look, you're right.  I've had a lot of trouble with flex start
states.  I think there are lurking bugs. -John]