Someone sent me a Word document with a filename containing "smart" quotes (where the left and right quote characters are slanted).  The attachment showed up in the webmail interface, but when I viewed the e-mail in Outlook connected through MAPI, the e-mail showed a paperclip (meaning there was an attachment), but the attachment did not show up in the main e-mail display in order to open it.

I verified that the smart quotes were the issue -- the person renamed the file without the characters and resent it, and I could see everything just fine in Outlook.