I just spent half the day troubleshooting what is apparently a rather famous gotcha for Coldfusion MX7 and below:

The nested query loop bug:

Where you are required to reference the current_row of the outer query or else you will only see the first record.

For example:

<cfloop query="outer">
  <cfloop query="innner">
    <p>#outer.field#</p><!--- this won't work, you'll only get the first row --->
    <p>#outer.field[current_row]#</p><!--- you must do this instead --->
  </cfloop>
</cfloop>

Are there any other ways in which ColdFusion does not work in the obvious way?