I read about a little quirk related to binning resistors in a comment on this recent question.
Some manufacturers will sell, for example, 1% and 5% resistors that are really made in the same batch. When the resistors are being sorted by value, the more accurate ones are put into a 1% category and sold for a slightly higher price, and the less accurate ones are sold as 5% resistors.
This method of sorting guarantees that 5% resistors running through this process will never be within 1% of their nominal value. In other words, a 1 k\$\Omega\$ +/- 5% resistor would have a resistance in the range [950, 990] or [1010, 1050] - but never [990, 1010].
Does this actually happen? I guess that the parts are still what you're paying for, but it seems really odd that a 5% resistor would have 0 probability of being within 1% tolerance.