Had a problem where the 'selected file' information was not coming through for a dynamically created FileUpload control. The problem was due to the FileUpload control being inluded on a Ajax UpdatePanel.
FileUpload control will not work with an async postback (Ajax UpdatePanel) because the details of the file to upload are included in the Web Request of a full postback.
See Eilons Liptons Blog for more details.
Solution was to have a dedicated upload page.