Via the Web UI, sometimes when I do a mark-all-read in a feed it doesn't seem to stick. Flow is:

* I hit shift-a on a feed
* Posts appear marked-read, and view jumps to the next feed
* A second or so later the previous feed reappears in the sidebar with all those stories unread
* If I click back to it and mark-read again it normally sticks the second time

I think it correlates mostly with feeds which I dropped into and pretty quickly decided to mark-all-read in, but I'm not certain of this.