Are you using subfigures and LyX? If so, there's a behavior that IMHO is a bug. Here's an explanation.
Recent versions of LyX implement subfigures using the subfig package, and by default subfig uses the captions package. In turn, Memoir turns off its own captioning when the captions package is being used. So if you're using LyX and subfigures, all that Memoir goodness won't work.
IMHO, LyX ought to fix this by adding a checkbox on the Document Class tab of Document Settings. The checkbox should be "Use internal captioning?" A yes would use the captioning built into the selected document class; no check would load the caption package.
Then, somewhere in LyX there would be something like this pseudocode:
if box is checked
If the caption package is loaded, Memoir's custom captioning is deactivated. Rather than make users waste 5-8+ hours tracking down the source of the problem, the proposed fix will let the user choose which captioning to use.