Asp.net MVC Authorize attribute, redirect to custom "no rights" page

You could write custom filter attribute like this:

public class CustomAuthorizeAttribute : ActionFilterAttribute
    {
        public override void OnActionExecuting(ActionExecutingContext filterContext)
        {
            if (filterContext.HttpContext.User.Identity == null || !filterContext.HttpContext.User.Identity.IsAuthenticated)
            {
                filterContext.Result = new RedirectResult(System.Web.Security.FormsAuthentication.LoginUrl + "?returnUrl=" +
                filterContext.HttpContext.Server.UrlEncode(filterContext.HttpContext.Request.RawUrl));
            }

            //Check user right here
            if (userNotRight)
            {
                filterContext.HttpContext.Response.StatusCode = 302;
                filterContext.Result = new HttpUnauthorizedResult();
            }
        }
    }

And use it in controller:

[CustomAuthorize]
public class HomeController : Controller
{

}

You could write a custom authorize attribute and in the AuthorizeCore method if the user is not authenticated return a HttpUnauthorizedResult and if he is authenticated but not in roles perform some other action you would like. Note that if you return 401 status code the FormsAuthentication framework will eventually redirect with 302 to the login page.

As suggested in Customizing authorization in ASP.NET MVC, you could subclass the AuthorizeAttribute to intercept the authenticated-but-unauthorized scenario and replace the result with a redirect.

Implement a custom AuthorizeAttribute and add the following override. The basics is to check if user is authenticated but not authorized and then redirect to you own "Access Denied" page. Hope this helps!

public override void OnAuthorization(AuthorizationContext filterContext) 
{
    base.OnAuthorization(filterContext);

    // Check if user is authenticated and if this action requires authorization
    if (filterContext.HttpContext.User.Identity.IsAuthenticated
        && filterContext.ActionDescriptor.IsDefined(typeof(AuthorizeAttribute), true)
        || filterContext.ActionDescriptor.ControllerDescriptor.IsDefined(typeof(AuthorizeAttribute), true))
    {
        List<object> attributes = new List<object>(filterContext.ActionDescriptor.GetCustomAttributes(typeof(AuthorizeAttribute), true));
        attributes.AddRange(filterContext.ActionDescriptor.ControllerDescriptor.GetCustomAttributes(typeof(AuthorizeAttribute), true));

        // Check all authorzation attributes
        foreach (var attribute in attributes)
        {
            var authAttribute = attribute as AuthorizeAttribute;
            if (authAttribute != null)
            {
                if (!filterContext.HttpContext.User.IsInRole(authAttribute.Roles))
                {
                    // User is not authorized so redirect to our access denied error page
                    filterContext.Result = new RedirectToRouteResult(
                        new RouteValueDictionary 
                            {
                                { "area", "" },
                                { "controller", "Error" },
                                { "action", "AccessDenied" }
                            });
                    break;
                }
            }
        }
    }
}

Similar to solutions suggested by @hellangle and @Andreas, I used the following code to solve this problem:

public class CustomizedAuthorizeAttribute : AuthorizeAttribute
{
    public override void OnAuthorization(AuthorizationContext filterContext)
    {
        var userAuthInfo = GetUserAuthInfo();

        if (!userAuthInfo.IsAuthenticated())
        {
            filterContext.Result = new RedirectResult(UrlToYourLoginPage);
            return;
        }

        if (!userAuthInfo.IsAuthorized())
        {
            var result = new ViewResult {ViewName = "UnAuthorized"};
            result.ViewBag.Message = "Sorry! You are not authorized to do this!";
            filterContext.Result = result;
        }
    }
}

Of course, you need to implement the user authorization information class and related methods (GetUserAuthInfo, IsAuthenticated, IsAuthorized) according to your specific needs. Also a View named 'UnAuthorized' should be put to somewhere the MVC engine can find. Then it can be used on a controller class (pointed out in @hellangle's answer) or a action method:

[CustomizedAuthorizeAttribute]
public class TargetController : Controller
{
    [CustomizedAuthorizeAttribute]
    public ActionResult TargetAction()
    {
        // Your Code
    }

}

In order to provide different access control strategy for various controller classes and action methods, implements a constructor for CustomizedAuthorizeAttribute class which accepts parameter(s) representing access control information and then Instantiate CustomizedAuthorizeAttribute class accordingly.