I have an album that doesn't display its artwork in any album list (I noticed it as it was the last album that I scanned, so it is the first in the New Music list).  When I browse to the tracks on the album, it does display the artwork.

The artwork is stored in folder.jpg in the same folder as the songs.

The only thing I can think of is that I hadn't moved the music tracks into the folder before I scanned the library.  The artwork was present, but no tracks.  After a scan, I then noticed that the music wasn't there, so I moved the files into the correct folder and rescanned.