I thought I'd mention that I came across an error and worked with Splunk Support to determine the cause.
I had recently upgraded from Spunk 6.3.x to Splunk 6.4.x and I've been using Nginx as reverse proxy for a long time so that I can load balance traffic between peers of my SHC (search head cluster).
The error was happening when I tried to save a search in the Saved Searches menu via Settings > Saved Searches (old style).
The issue was apparent in Chrome console that I was getting conflicting X-Frame-Options headers. Previously I put in this config and changed it to match Splunk:
add_header X-Frame-Options DENY;
add_header X-Frame-Options "SAMEORIGIN";
This resolved my issue, in case someone else comes across it. Apparently Splunk implemented X-Frame-Options in 6.4 so thats why this issue was happening. I suppose I could remove the header altogether from Nginx but I thought I'd share what the cause and change was that helped me.