Short description of error
When two objects are too close, Cycles can miss intersections.
Exact steps for others to reproduce the error
Open the attached .blend file and render.
There are two intersecting semitransparent planes in this file. Their transparencies are set so that any ray passing through both planes gets uniform attenuation. A ray that passes only one plane gets either a green or magenta tint.
Note how the line where the planes intersect has a coloured border.