The standard LaTeX \footnote command doesn't work in tables; the table
traps the footnotes and they can't escape to the bottom of the page.
If your table is floating, your best bet is (unfortunately) to put the
table in a minipage environment and to put the notes
underneath the table, or to use Donald Arseneau's package
threeparttable (which implements "table notes" proper).
Otherwise, if your table is not floating (it's just a
'tabular' in the middle of some text), there are several
things you can do to fix the problem.
\footnotemark to position the little marker
appropriately, and then put in \footnotetext commands to fill in
the text once you've closed the tabular environment. This is
described in Lamport's book, but it gets messy if there's more than
one footnote.
minipage anyway. This provides
all the ugliness of footnotes in a minipage with no extra effort.
tabular environment, but they
do allow footnotes.
tabular
environment inside a savenotes
environment. Alternatively, say \makesavenoteenv{tabular} in
the preamble of your document, and tables will all handle footnotes
correctly.