Okay this will be fun!
Carried over from SL:
No nested sorting in folders in Dock. In Leopard, 'sort by kind' meant for all levels when browsing the folder structure from the Dock. SL broke that; Lion did not fix it.
'Open Selected File in TextEdit' service - does NOTHING, plain does not work, never has, never will.
'Text Only' view in Finder toolbar loses you the 'forward' from the 'back/forward' buttons. It has been this way since October 2003, so I don't think that's getting fixed. Preview.app got it right in SL, but it is wrong as well in Lion ><.
Sure that last is not really a 'bug' but it is something that should be fixed IMO so I'm counting it.
Fixed since SL:
Repeatable crash bugs in iTunes Dashboard widget. This was a 6-year-old bug!! The solution was ... to remove the widget altogether. Anticlimax much? I reported it at least 28 times in those 6 years

.
New and exciting in Lion (bugs, issues, oddities):
Open/save dialogs, while gaining much, have lost a lot of options as well, no more hold-clicking on the view types to change icon sizes, etc. However, try right-clicking on the 'arrange by' button that you get in cocoa apps - looks like someone was trying to make a context menu there hmmm

?
Other than that it's really just minor things that I assume will be fixed, so that we can one day actually enjoy using the new feature set!