Okay... I've been trying to troubleshoot this problem for about 3 hours and can't seem to figure it out and it's driving me nuts, I've never had this problem before.
I have some floating stairs and 3 spot's illuminating them. I'm rendering with Mental Ray and am using Ray Trace shadows. The problem is that the stairs aren't casting any shadows. I've changed out the spots several times, made the set of stairs over, twice, I've checked the light linking, that's ok, I've checked the render stats to make sure the stairs are casting shadows... nothing.
I've also noticed that when I turn "illuminate by default" off, the spots still cast light, but no diffuse.