Thumbnails can be problematic at times. One possible fix for this particular bug might be found by deleting the thumbs.db database file from each affected folder and/or their parent folder, which will prompt their re-creation when they are next needed. It's a hidden file. My suggestion assumes XP Home -- oddly, XP Pro seems not to create thumbs.db files. It might apply to Vista, too, but I can't comment about that.