I have several time clicked on "Mark Forums Read" and then proceed to close out my browser. When I come back after some time the forums that I had previously marked as read (all of them) have now appeared as unread. These even include the posts by Devs that have no replies.
Date & Time: 5/6/11, and the previous 2 weeks.
Location: FFXIV Forum top page
http://forum.square-enix.com/ffxiv/forum.php
OS: Windows 7 Home Premium
Browser: Google Chrome 11.0.696.60