Yeah, it's sure weird. It only affects some files (so out of 30 files, only a few might not get searched), and it only happens rarely. For the meantime, whenever I want to search through files, I tell WinSCP to stop watching just so I can be on the safe side and know that nothing got missed in my search.

I guess the VS is not able to find the local files in the directory WinSCP is watching for changes, right?

This might very well be an issue completely with Visual Studio, but I thought I'd mention it anyways in case you know what's going on.

Basically, if "keep remote directory up to date" is running, at some point when I do a "Find in Files", Visual Studio 2003 won't be able to find some files. I don't know exactly how to duplicate the problem, but once I told WinSCP to stop keeping the remote directory up to date, immediately I could find the file.