With Service Pack 3 - we were introduced to new settings for cross-database ownership chaining.

The scenario:

You have a database filled with stored procedures which perform SELECT operations against multiple databases.  Pre SP3 - you granted rights to users for execution of these stored procedures.  Everything works.

After installing SP3 - your users start seeing "SELECT permission denied on such and such".  You check to see if cross-database ownership chaining is enabled.  After doing so, you STILL get the "permission denied" error.

The answer (for this scenario) - check the database owner!   The database owner (for example, "sa") of the database containing the called procs, must also be the owner of the databases where those procs are performing SELECTs (or other) operations against.