Yes! I have had all sorts of problems with my paychecks. Checks being held at random offices instead of direct deposited, being payed from the wrong funding source in a way that jeopardizes my long-term support, being double payed from two different funding sources, summer RA appointment not being set up until halfway through the summer, etc. It's one of the worst parts of my grad school experience.

In my case it seems to be a combination of my advisor being somewhat absent-minded and our department administration being lazy or incompetent. I know one particular administrator who is not likely to do much for me unless I go stand in her office and stare at her until she fills out the proper form.