I have two User accounts on my machine, user1 and user2.
In user1 account, Firefox downloads fail: if I click on a link to a something like a zip file, or choose 'Save link as...', no dialog window appears and the download fails.
The same problem occurs in Safe Mode, or in a fresh Firefox profile.
It also occurs in a Guest session.
In user2 account, where Firefox already had a profile before the problem started to appear, things work as usual.
Versions: Firefox 43.0, Ubuntu 14.04