The calendar is designed to have the view (Day/Week/Month/List) be sticky for each user. Currently, it looks like the layer selection is sticky as well, a behavior we do not want. This something I meant to report last week, but I got side-tracked by the event collision issue. You can see the problem by going to a calendar with lots of layers, selecting a specific layer, clicking off the calendar and then returning to the that same calendar. When you return to the calendar, the calendar seems "locked in" to the layer you were previously looking at. When you return to the calendar your layer selection should reset to show all, which is what used to happen. We're getting reports from users who think that events are disappearing from their calendar, but it's just that the calendar is getting stuck on the layer they last looked at.
Hmm, Nat, I don't think we've touched the calendar code in ages. I'd be surprised if this stickiness changed recently. We can change it though if you'd like.