I should have checked before I stumbled through this. What happened to me is when I went to sync I got a message that I was authorized to have the tunes on my computer. Actually, the error message left me with the assumption the tunes didn't transfer. But, when I looked after ejecting the iPhone they were there. When I went to play them I had to authorize the computer just as if I had copied them from any other source (and they were tunes I had bought). All's well in the end.
When I try to transfer purchases from my iPhone this is what happens: My iPhone (1.1.2) displays "Sync in Progress" for about a second and iTunes (7.5) displays "Finding Purchased Items on 'My iPhone'" for about a second. That's it. Nothing is transfered and no error message is displayed. I'm signed in to my account in iTunes and have been since the very first iPhone sync, my computer is authorized to play purchases (they play fine). I had no trouble purchasing the song on my iPhone, but now I can't get it back into iTunes. Help!