First a short background.
My web store uses paypal to process payments for items purchased from the store.
I use paypal because it is easier to keep track of everything as well as deal with foreign currencies and helps to automate shipping.

Every once in a while someone will place an order in our store and Paypal does not complete payment for the transaction.
When that happens the store software puts the order into a pending status. The software gives me the option to approve or cancel the order because payment has not been made. If the customer has registered in the store, I am able to contact them to see if they still want the items. If they do, I send a paypal invoice to complete the payment. If they have not registered in the store and use the anonymous checkout, I am unable to contact them and I usually cancel the order after a few days.

I don't know if things have changed with PayPal, but here is what I have noticed several times lately.

Problems with the purchaser's address.
A typo, misspelling or improper abbreviation in your address will prevent Paypal from processing your payment.

Sometimes payment will not be completed if your connection is interrupted, if you use the back button, you time out from taking too long, or maybe solar flares and other freak occurances.

If you ever have trouble completing a purchase through our web store, just send me a note. I can usually fix things.