I had an interesting one a couple years ago:

Same itinerary, all UA metal, priced three places:
- Priced at UA, as all UA flight numbers: about $2,000.
- Priced at Orbitz, as a mix of UA and BMI flight numbers: about $1,100
- Priced at BMI, but BMI could only sell some of the segments under their flight numbers and couldn't price the rest of it at all: about $1,600 for two PNR's (the second one from Orbitz)

So I did the obvious thing and bought from Orbitz as one PNR for $1,100. Immediately called my appropriate United elite line to get E+ seats...everything went fine.

I won't pretend to explain it or argue whether it's logical for the two providers to price this way. It simply illustrated that it can be wise to do a broad search across a couple of travel portals first, even if you're one who likes to try to buy straight from your preferred airlines' sites whenever possible.