I noticed over the last few days when I go to my PF or onto a forum and read a thread upon returning the thread is still highlighted (name in bold) to indicate it hasn't been read. It seems to happen most of the time now.
Opening the same thread again can help. I had this problem frequently some months ago, but it is nearly gone now.
It is possible to use the forum database to store which threads are read - this has the advantage that it is really accurate (and unread threads are still marked as unread if you return to the forum with a new session), but that could influence the server performance.
I tried it too. When I came back here, no threads were marked as unread (not even this one, which had posts I hadn't read), so I can't really test it now. I guess I'll see what happens later.
Edit: I don't think the problem was ever gone for me, but if it was, it's definitely back now.