BattleFieldMinimap frame won't dock properly due to some really strange anchoring and dragging code used by Blizzard.
Frames with children anchored to it will appear outside of the "overlay" and may overlap other docked frames.
Frames that use the OnSizeChanged handler to update their anchors might result in poor performance, flickering, and the inability to zoom frames near it due to SetScale triggering the handler and Dock attempting to reupdate its anchors as a result.
Not yet localized.
Very little documentation.

Possibly unfixable:
If a frame is being dragged over a dock and external code calls StopMovingOrSizing the dragging frame may be docked unintentionally.
If a frame is being dragged and external code calls StartMoving on a different frame then the current frame will be undockable until it's released and redragged.
Frames that use OnDragStart to begin moving the frame won't restore into their exact position because there's a small distance threshold from their intitial position before StartMoving is called.