When looking at the Iteration Status page with child projects enabled, some of the work items in those child projects do not show.
Release : SAAS
This can happen if the name, start date, or end date on the iteration for the child projects don't exactly match those attributes of the parent project.
Update the iteration name, start date and end date to ensure they are matching all the way through the project hierarchy.
In one case this was caused by an extra "space" character at the end of the iteration name.