Well, today I had something worrying happen to me, I saw 3.6BTC get sent from my bitcoin client without me doing anything, which ended with me tracing IP's linked to the address, googling the address and everything.
The answer is, I couldn't figure it out, BUT I was thinking that I might have redeemed one of my addresses privkeys into mtgox... Even though there was no signs anywhere in mtgox, eventually after 6 confirms it showed up.
So tl;dr; If you see bitcoins disappear from your wallet... you might wanna check your mtgox...especially if you've ever redeemed your privkey there.