Certain music downloads in my iTunes library appear with an "!" to the far left. The download has 6 songs, with only one song transfered to my iPhone 3GS. Five songs had the "!" and they will not transfer or sync.
The songs will not transfer for the same reason iTunes displays the "!": iTunes probably can't find the file. In the Finder (or Explorer, if you're on Windows), see if the files are where they're supposed to be. (One easy way to do this would be to right-click on the file that works and choose "Show in Finder" or "Show in Explorer" and see if the other files are anywhere near that one.)