Using 1.8.1 (don't know if that bug allready was in the former versions)
In blog 2 I had a couple of categories with subcategories and a subsubcategorie
I created a new blog and wanted to move the subcategorie withe subsubcategorie.
While moving (with the move categories method in the admin screen) the subcategories moved fine, but the subsubcategorie get lost into thin air.
The posts were still there (my luck) but is was in no categorie because the parent categorie had moved blog.
Todo (i suppose)
When someone wants to move a categorie, check if there are subcategories, and move them also
Thanks to Yabba, it is solved
change the file inc/MODEL/collection/_category.funcs.php
with the attached one