Pretty URLs is not working with multi sub-category

It work http://domain.com/user

'rules' => [
'user' => 'user/index',
]

But it don’t work http://domain.com/us/user (Error: 404 Not Found)

'rules' => [
'us/user' => 'user/index',
]

Please tell me why and how to fix it?

Do you have enableStrictParsing set to true?
How is your complete urlManager config look like?
What’s the content of your .htaccess in web/ directory?