HTML5 mode requires URL rewriting.

From the Docs:

HTML5 Mode

Server side

Using this mode requires URL rewriting on server side, basically you have to rewrite all your links to entry point of your application (e.g. index.html). Requiring a <base> tag is also important for this case, as it allows AngularJS to differentiate between the part of the url that is the application base and the path that should be handled by the application.

— AngularJS Developer Guide – Using $location (HTML5 Mode Server Side)

For NodeJS and ExpressJS

var express = require('express');
var path = require('path');
var router = express.Router();

// serve angular front end files from root path
router.use("https://stackoverflow.com/", express.static('app', { redirect: false }));

// rewrite virtual urls to angular app to enable refreshing of internal pages
router.get('*', function (req, res, next) {
    res.sendFile(path.resolve('app/index.html'));
});

module.exports = router;

For IIS on Windows

<rewrite>
  <rules>
    <rule name="AngularJS" stopProcessing="true">
      <match url=".*" />
      <conditions logicalGrouping="MatchAll">
        <add input="{REQUEST_FILENAME}" matchType="IsFile" negate="true" />
        <add input="{REQUEST_FILENAME}" matchType="IsDirectory" negate="true" />
      </conditions>
      <action type="Rewrite" url="https://stackoverflow.com/" />
    </rule>
  </rules>
</rewrite>

See, How do I configure IIS for URL Rewriting an AngularJS application in HTML5 mode?

For apache

RewriteEngine On RewriteCond %{DOCUMENT_ROOT}%{REQUEST_URI} -f [OR] 
RewriteCond %{DOCUMENT_ROOT}%{REQUEST_URI} -d
RewriteRule ^ - [L]
RewriteRule ^

See, How to rewrite url in apache htaccess for angularjs app

For more information

Article: AngularJS – Enable HTML5 Mode Page Refresh Without 404 Errors in NodeJS and IIS.