I've been using, and really enjoying, Calibre's ability to sync the last page read between the Kindle and other devices running Kindle software for books I didn't purchase at Amazon. I've noticed, though, that this works only for books I transfer to the Kindle via Calibre when the Kindle is attached to the computer using the USB cable, not for books I email to the Kindle from Calibre. (I did a comparison test today trying it each way to confirm that.)
I did some poking around, and realized that when Calibre transfers the file to the Kindle via USB, the file stays in its .mobi format. When I use Calibre (or anything else) to email the file to the Kindle using the @free.kindle.com address, Amazon converts the .mobi file to the .azw format. I'm assuming that something happens in this conversion to prevent the sync (maybe by changing the ASIN number?), or maybe it's just because they're no longer the same kind of file.
This is probably really obvious to most, but it wasn't to me, so I thought I'd post it here just to save anyone else from spending the kind of time I did figuring out what was happening, since I didn't make the connection with emailing the file at first

. I'll just use the USB connection from now on for any books I want to sync.