To recap the issue check out this posting.
A little more detail on the solution:
Plug your iPod (presumably iPhone and any other iXXXX device) into your computer with iTunes running.
Click on it under “Devices”
Go to the “Podcasts” Tab
Make sure “Sync Podcasts” is checked
Make sure “Automatically Include” is checked
The default here is to include “All Unplayed” podcasts. Change this to “All”
Click “Apply” at the bottom and then check the results on your device.
This worked perfectly for me.