Horses aren't keeping their names since the 1.1 update.
Any horse I've named with a nametag since the 1.1 update has failed to keep its name after closing and restarting the game. Horses I had named before the update have kept their names, but I can't give names to any of my new horses, which makes it difficult to breed for speed, hearts and jumping ability, as I've been doing. (I've actually taken to naming the saddles so I can keep them straight, but that's not relevant here.)
I don't know if this affects any other mobs, as I've burned through all my nametags