DD (20)... still waiting!
She does have a sleep disorder, though, which she was born with, but even now she will sleep for an hour, wake up, sleep for three hours, wake up... be unable to sleep for the rest of the night. 
DS (12)... like bear said above, had an issue with which was day, and which was night. That took a while to train him out of, because as a newborn, you want them to sleep during the day, really. However, DS would sleep all day and then be awake all night, to start off with. Then we worked it out, and all was well. If I remember rightly, he was about 9 or 10 months old when he slept fully through the night.
When DS was confused about day versus night, though, I remember one of the midwives saying that she wasn't surprised at all, given that he was born at one in the morning. Apparently, babies who are born during the night do tend to be horrific sleepers for a while, whereas if they're born during the day... they're not. I'm not sure that I fully believe this, but there's probably a grain of truth in there (primal instincts, blah, blah, blah...).
They do tend to figure it out eventually, though.