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I have a very simple rule set up in Mail like the following:

If [any] of the following conditions are met:

[From] [Contains]

Perform the following actions:

[Move Message] to mailbox: Gmail

That's about as basic as you can get: if an email comes from a certain domain, move it to a certain folder. That's it.

But it doesn't always work! Seemingly random messages will just sit in my inbox and never move to the folder unless I manually select them and Apply Rules.

Am I misunderstanding how rules are supposed to work? What's going on?

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I have exactly the same issue. It seems as if there is some randomness in it. I now completely switched to filtering directly with gmail itself. I understand that this is not what you are looking for, but since gmail offers lots of space you could at least consider it to find a workflow that fits your needs. You will even see the chosen labels in gmail in mail app if you made them available for IMAP. – cyphorious May 15 '13 at 13:24
Did you take a closer look at the ones that did not. – Buscar웃 May 15 '13 at 15:08
@Buscar웃: there isn't much to look at – the rule just looks at the domain, and it's the same for the ones that don't move as it is for the ones that do. – daGUY May 15 '13 at 16:38
This bug still exists in the Yosemite version of mail. If it weren't so sad it would be amusing. – oarfish Nov 20 '14 at 6:47

Try deleting the rule and creating a new one. Mail seems to randomly corrupt things on even the most well-maintained machines, the past few OS iterations. Passwords disappear. Then there is the step of trashing your Mail preferences, as preference files do get corrupt.

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