This helped me fix my issue:
1- Open the calendar app on your iPhone and click on the Calendars button in the upper left hand corner
2- In the Calendar list see if you have the calendar you are trying to sync under a heading called Untitled Accounts - if so these are the things that need to be moved
3- Below it you should have a heading called iCloud with a listing of calendars there - these are the calendars you need to move your events to
4- Open up each event on your iPhone and click Edit>Calendar and select a calendar that is one listed under the iCloud heading (I haven't figured out a way to move all of these easily- I did them one by one. If someone figures out how to move them en masse, please post)
5- Click Done>Done and go back to your claendar
6- Go into iCloud in your browser and see if the event moved (you may have to wait a minute and/or click on refresh Calendar)
7- It should now appear on your iCloud calendar.
8- After moving all of the events you should delete the Calendars under the Untitled accounts heading. You don't NEED to do this but I find it simplified everything for me.
9- Go into your Settings app- Click Mail, Contacts, Calendars> Default Calendar and select something that was under your iCloud account
Everything should now sync properly. :-)