I was recently paid to my BiddingPond auction's address by the winner of an auction there. He messaged me "payment sent," but my Bitcoin client (0.3.20.2) has the latest blocks and the transaction isn't showing up.
I know the transaction happened, though, because it shows up in blockexplorer.com with the same amount as the winning bid!
1) BiddingPond.com shenanigans (hacked account, hacked site, or dishonest operators substituting their own address)
2) buggy client that lost a receiving address