Here's another one that caught me out today, but I've never come across before.
Under a DFS share, any linked shares are created as junctions. It appears that the permissions on these junctions do affect the permissions of the data within the linked share. Whilst this is logical, given how junction points work, what really threw me was that the wonderful, wonderful GUI didn't reflect this and the permissions on the junction point had been inadvertently changed.
It's not like you ever need another reason to chalk one up for the command line, but there we go!