Back in September I blogged about an old 2005 bug that prevented DBCC CHECKFILEGROUP checking the partitions of an object on the specified filegroup unless *all* partitions of the object are on the specified filegroup (not a smart way to set things up!). The bug was fixed ages ago in 2005 but has only just been fixed in 2008. The post which explains the bug in more detail is DBCC CHECKFILEGROUP bug on SQL Server 2008. This is an important feature to be able to split the consistency checks of a partitioned VLDB over a series of days – see CHECKDB From Every Angle: Consistency Checking Options for a VLDB for more details.
You're all running regular consistency checks, right?