I can reproduce the bug with Linux and python 3.7.5:

```
Python 3.7.5 (default, Apr 19 2020, 20:18:17) 
[GCC 9.2.1 20191008] on linux
Type "help", "copyright", "credits" or "license" for more information.
>>> from pathlib import Path
>>> Path('a/b').mkdir(parents=True)
>>> Path('c/d').mkdir(parents=True)
>>> Path('a/c').symlink_to('../c')
>>> Path('e').symlink_to('c')
>>> list(Path('.').rglob('*'))
[PosixPath('e'), PosixPath('c'), PosixPath('a'), PosixPath('c/d'), PosixPath('a/c'), PosixPath('a/b')]
```

Expected result:

```
[PosixPath('e'), PosixPath('e/d'), PosixPath('c'), PosixPath('a'), PosixPath('c/d'), PosixPath('a/c'), PosixPath('a/c/d'), PosixPath('a/b')]
```