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Yes, my Facebook notification show up on my Watch, just like they do in notifications center. Did you check and see if you had them configured to show up on notifications center?
 
I don't get "Likes" just if someone posts to my wall or comments on something.
 
Check your iPhone notifications settings. If you don't have them configured to come up on the iPhone, then they won't on the watch -- when the watch is worn and paired, the alerts won't show on the iPhone unless it is unlocked.
 
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