Yes, has been happening to me for about a month now. I thought at first it was a security issue with my account, so reported via PM to Mr. Scott, but I've been assured it is just a glitch.
A couple days ago, it skipped 2 messages when I went to load a thread. I only notice it when there is a reply being referenced that I have not previously read.
The concern I have is, how many posts have I missed that weren't later referenced, and so not noticed?
Glad to hear it isn't just me though.