I used autofilter in Excel 2002 on a spreadsheet with 10,000 rows and
about 15 columns. I then went to the drop-down box associated with one
of the columns, say customer, and scrolled through it. A customer that
I know is in the spreadsheet in the associated column was not listed,
although normally the drop-down box associated with a column lists all
the unique entries in that column. Is this a known bug, or am I
misunderstanding something, and what is the fix if any?

Are you sure there are no blank rows before the row containing that
customer?  Did you do a find (Ctrl + F) to verify that it is in the
spreadsheet?

Yes, there are no blank rows before the row in question and the row is
indeed in the spreadsheet, although I checked it manually and not with
Ctrl-F.

I had the same problem recently with a similar sized spreadsheet.  I
am almost certain now that the filter has a limit to how many unique
values it will display.
I haven't checked closely into the situation, but I'd imagine it shows
the first 50 (50 is a guess and an arbitrary #) unique values in the
column.

Autofilter will only show 1,000 unique entries. So, while you may have
10,000 rows, if there's not an average of 10 entries each, you won't
see them all. You must use the Custom option under Autofilter to
search for one that doesn't show.

~Anne Troy