I just happened to notice this today. The calendar default widget that comes with WordPress is having issues. It appears to work fine on the initial visit to a blog’s home page, but if you start reading the archives, especially using the calendar as a navigation tool you may find the calendar using some very oddly structured months.
Here is the trac ticket: http://core.trac.wordpress.org/ticket/11414, so it is being addressed.
In the meantime, I have decided to install the Ajax Calendar plugin as a substitute. There are many other calendar plugins available but this one suits my current needs.