In my document, the odd header of the previous document shows the chapter name in small cap font indented to the right. When I get to some of the chapters, the header is blank, so I click "Same as previous" so that Word will link it to hte previosu odd chapter header. Rather than create a small caps right-indented chapter name, it remains blank. This happens with much frequency throughout the book. Why?
It is not uncommon for H&Fs to become corrupt. Cleaning them up can become tricky and may involve copying all over to a new document without the H&Fs and recreating them. However, you should go through the document starting from the front making sure that each ODD page H&F is definitely present and set to Same as Previous.
Other than that, it is difficult to advise what may be wrong without examining the document to see how the H&Fs are constructed. Are you using the StyleRef field to automatically pick up chapter headings so using the same header throughout?
If you've got continuous Section breaks lurking around the place, you'd need to ensure their Section headers/footers are set to 'same as previous' too.