OK, taking a break to talk about the TFS Cube and Analysis services and some recent adventures. Hopefully this will save just one person a week of reporting down-time and headaches.
I noticed while trying to create a report based on the cube that I couldn't connect to Analysis Services. This was not good but since I could report on the data I went straight to the data for the report. Then I noticed of course the data was out of date.
Apparently there is a bug in SQL Server 2005 where by Analysis services appears to be running but actually isn't. It's a very obscure bug apparently which Microsoft has managed to hide somehow. Restarted services and invoked the cube and everything seems to be ok.
What I failed to miss that might have triggered this earlier is to go look on one of the default TFS reports and see when the cube last processed. Duh!