Use NavLink instead Link. Its not documented, but its work as you expect. https://github.com/ReactTraining/react-router/issues/4318

UPDATE 17.05.2017:

https://reacttraining.com/react-router/web/api/NavLink

You can do it with NavLink in react-router v4

 <div id="tags-container">
   {tags.map(t =>
     <NavLink
       className="tags"
       activeStyle={{ color: 'red' }}
       to={t.path}
     >
       {t.title}
     </NavLink>
   )}
 </div>

If you are encountering an issue where your Nav menu works except it's not updating properly when you click links and the route changes, but it works fine if you press F5, you can do this:

This is probably occurring because you are using Redux which has a shouldComponentUpdate Lifecycle method on its connect function. You probably have your Nav component wrapped in connect. This is all good. shouldComponentUpdate is what is ruining your life.

To fix, just bring the router into your mapStateToProps function:

// This lets shouldComponentUpdate know that the route changed,
// which allows the Nav to re-render properly when the route changes, woot!
const mapStateToProps = (state) => {
  return {
    router: state.router,
  }
}

// or, if you prefer pro style destructure shorthand:
const mapStateToProps = ({ router }) => ({ router })

If you aren't quite sure where state.router comes from, it comes from the file you combine your reducers in, and you will see something like this:

import { combineReducers } from 'redux'
import { routerReducer } from 'react-router-redux'
import authReducer from './components/auth/auth_reducer'

export default combineReducers({
  router: routerReducer,
  auth: authReducer,
})

Here is some HTML and CSS for a pretty baller Nav Link:

HTML

<ul id="Nav_menu">
  <li>
    <NavLink
      to="/home"
      className="Nav_link"
      activeClassName="activeRoute"
      activeStyle={{ color: 'teal' }}
    >
      HOME
    </NavLink>
  </li>
  <li>
    <NavLink
    to="/products"
    className="Nav_link"
    activeClassName="activeRoute"
    activeStyle={{ color: 'teal' }}
    >
      PRODUCTS
    </NavLink>
  </li>
</ul>

NOTE: If you are linking to "/", put exact prop on NavLink.

CSS

#Nav_menu {
  display: flex;
  flex-direction: row;
  width: 100%;
  height: 100%;
  list-style-type: none;
  margin: 0;
  padding: 0;
}

.Nav_link:link {
  color: #fff;
  font-size: 1.6rem;
  line-height: 1.6rem;
  text-decoration: none;
}
.Nav_link:visited {
  color: #fff;
}
.Nav_link:hover {
  color: yellow;
}
.Nav_link:active {
  color: teal;
}

.activeRoute {
  background-color: yellow;
  border-bottom: 0.4rem solid teal;
  cursor: not-allowed;
}

Notice activeStyle in the HTML markup. This was the only way I could change the color of the text on the active route/link. It didn't work when I put color: teal; in the activeRoute CSS Class. Open this in another tab: https://github.com/ReactTraining/react-router/blob/master/packages/react-router-dom/docs/api/NavLink.md

If you don't know why I used rem instead of px. This is a great opportunity for you to research web accessibility and base font-size: 10px;.

Stay fit and have fun.