When bulk tagging, you need to make sure you are in library mode, AND that you are selecting photos from the main grid, not the film strip. I think this is a bug in LR3, however if you select multiple photos from the film strip, and then try to tag them, the tagging does not always take. It usually applies to the first photo selected, but not the rest. There seems to be a threshold to this...if you select only a few images in the film strip, it may work, but more than say 8-10, and it usually does not.

Manual Tagging in Library

When selecting multiple images from the main grid in Library mode, bulk tagging works fine. Just remember to hit the enter (return) key in the keyword box before moving on to make certain the update is actually applied to all of the selected images. In my experience, bulk tagging in the grid has always worked, while bulk tagging from the film strip has been sketchy at best, and generally never seems to work.

Painting Tags in Library

An alternative mode of tagging is to use the library painter. It is a small spray paint can icon next to the view mode icons below the grid in Library mode. Selecting this, it defaults to Keywords. Just enter the keywords you want to add, then click on the images you wish to add the keywords to. You can either click each image individually, or click and grad the spray can over multiple images in a continuous stream to "paint" on the new keywords. Click the icon below the grid again to disable paint mode.