I have the new 15" Retina MacBook Pro connected to a Thunderbolt display using one of the TB ports. Earlier today, I discovered that I could connect a second older 24" Dell Monitor (2405FPW) I've been using for years by using the DisplayPort to DVI adapter I had on my old iMac, and plugging the Dell directly into the second Thunderbolt port on the MBP. All was well, until the displays went to sleep (I have my laptop configured to not sleep for 3 hours, but have the displays sleep after about 15 minutes). When I came back, moving the mouse and typing on the keyboard brought the Thunderbolt Display back to life, but the Dell monitor remained dark. Pressing buttons on the Dell had the message "In Power Save Mode - press key on the keyboard" appear. I tried turning the monitor off, back on, unplugging the DVI cable from the MBP, all sorts of things. It just would not wake up. When going to the System Preferences, the dell WAS recognized. As I plugged and unplugged the DVI cable from the second TB port, the "Arrangement" tab would appear and go away. So, it SEEMED like it was working.
Final solution for me: I selected "Sleep" from the Apple menu to actually put the entire machine to sleep. I then jiggled the mouse, and the machine woke up, along with BOTH monitors!
So, it appears that if just the monitors go to sleep, the "wake" signal is not making it to the Dell. If the ENTIRE MACHINE sleeps, they all wake together.
Hope that helps someone. I couldn't find an answer, so I found it trial-and-error.