I was having the exact same infuritating problem! The only diff being that I also updated my itunes to 10.6.1 in the hopes that might help with this problem but it didn't seem to have an effect. The weird thing is that 90% of my movies I had no trouble adding artwork, but a random few just would not let me add any artwork, and no matter how many times i deleted them from my library and re-added them to try again, they still wouldn't work. but i tried what I see someone suggested here already, just waited it out, and after about 90 seconds of the spinning beach ball, the artwork finally stuck. this is a really weird problem for us all to have, and super annoying to boot. i hope this solution works for everyone!