I recently had an odd problem on my blog:
http://rochardsbunnyranch.com/blog/
Seems that some of the categories wasn't working. You click on it and it would take me to a picture instead of the category. Turns out that if I had a photo in the root directory of the blog it would go to the picture and not the category. I have images on the sides of my blog that pull from root directory and if I had a category named "Raimi" and then "raimi.jpg" in the root... bingo.
Took me some time to figure it out.