I haven't quite worked out under which circumstances, but our WordPress (4.0.1) and Civi (4.5.2) seems to create duplicate contacts for the same WordPress user. I think it happens when they log in, but I can't be sure. It doesn't happen to most people, just some--including me!
I now have 5 contacts with my name. The first one has all the details associated with it including membership and activities, the others have minimal information but unfortunately they have some activities and contributions (this has been caused by other administrators picking the "wrong" contact when assigning contributions). I've logged in many more than 5 times, so not sure how this happened. Any tips on diagnosing the problem?
Related to this, if I try and merge duplicate contacts, it now loses the activities and contributions. I'm sure that in previous versions of Civi, this worked OK, but at the moment I'm having to manually move the activities and contributions using SQL. Is there a better way?