This can happen due to one of a few reasons:
By design
A) Images with any dimension below 59 pixels won't get posted
B) Images with dimetion ratio above 3 won't get posted
C) Images from sources that for instance known image buttons or ads (like gravatar or tweetmeme) won't get posted
By facebook Bugs
A) Images that are hosted on slow servers fail o get published.
B) Images with spaces or special characters in their full URL path fail to get cached and published on FB