Art Of Electronics - Bypass capacitor across D1 in Figure 1.82
Even though D1 is forward biased, it still has a series impedance, and this impedance is nonlinear and voltage (and current) dependent.  Adding a bypass capacitor across D1 lowers the circuit impedance, and reduces the high-frequency voltage and current across and through the diode.  

Without the capacitor, the high-frequency AC current through D1 will change the average voltage drop of the diode, causing the voltage at the R1 - D1 node to be less positive.  This will reduce the forward bias on D2, possibly affecting circuit operation.