I had a failing unit test (Rhino Expected Call wasn't happening) so I ran with the debugger to try and investigate. When I got to the method in question I tried to step into it but the debugger acted like I had pressed Step Over. The output window had something like this in it: "Step into: Stepping over method without symbols".
After some investigation I figured out the issue. The method in question was returning an IEnumerable and was implemented using "yield return". My test had code like:
var result = callTheMethodInQuestion();
Can you see the issue yet?
I was never enumerating result, so the method in question was never actually running, which is why my expected call didn't happen. Slapping a .ToList() onto result triggered the method evaluation and everything worked fine.