This isn't a
failure, per se, but one example I can think of as far as our version of Mendelian genetics being a bit too simple is in piebald crosses.
We've seen a few morphs that seem to just kind of "blend" with the pied gene, making what you might expect for that cross -- a pied version of that morph. Pinstripe, pastel and clown are a few examples that come to mind, as well as any pigment-only morph (albino, axanthic, etc..) These morphs have the usual pied mold: a random distribution of pattern and white, with an invariably fully patterned head. In these crosses as in regular homozygous pieds, the pattern extends at least ~1 cm caudal to the head -- there is never any white on the head itself.
However, it seems that an unexpected number of crosses have unique and fairly predictable effects on the expression of the pied gene. Spider generally produces an animal with pattern only on the head, though it can also produce a solid white animal, as can many other morphs when crossed with pied. Even those that have pattern may have white heads with patches of color elsewhere on the body, which, AFAIK, is never seen with straight pieds.
Due to the bizarre epistatic interactions of the genes involved, plus, potentially, additional epistatic modifiers (that govern, for example, whether you get a straight white snake or one with pattern), it is difficult to predict what you're going to get just using the Mendelian classification scheme.
Of course, the Mendelian system does still hold for the statistics of those pied cross breedings, though, AFAIK ... One place where it does seem shaky, though, is with coral glows. Why are they
mostly female?
Another place is the elusive homozygous spider, though I still maintain that that
might just be statistical error (ie, not enough people have bred spider x spider and held back and bred ALL of the babies, and those who have don't frequent forums

) If it isn't, though, and there are no dead homozygous babies, and no extra slugs in a spider x spider clutch ... Then where's the homozygote?