This issue: http://productforums.google.com/forum/m/#!topic/gmail/ugBCu8...

Also: http://productforums.google.com/forum/m/#!topic/gmail/jCukq7...

It's pretty easy to reproduce. Create a filter for your emails, any filter at all. In the rules section, have the filter forward to a forwarding address. Now receive an email that matches the filter, and watch the forwarding not work.

Seconded! This is the first I've heard of problems with Gmail's filtering/forwarding.

I think it has to do with that post where someone missed out on important legal mails because gmail chose to only forward those mails that passed their spam test.

Can't you use the "never mark this as spam" option? I haven't tested that, however, so it's possible that it wouldn't work.

Yes you can and there are other tricks too. However, since its not the default behavior and given that most people don't realize it when setting up forwarding, it can be considered a bug.