Gapless attempts to work for all formats, not just WMA. But yes, there are some bugs... sometimes even cutting off a few samples at transition (which most probably don't notice), which is more than gapless but not something I appreciate. .
Please post full repro details... What tool you used to rip, what OS version, what the exact format is (WMA, WMA Lossless, WMA Pro? VBR or CBR?... and bit-rate.) Are you letting the track play 'straight-through', or are you skipping part of the track before it transitions to the next track? (I know in some of my previous tests, fast forwarding at all would break gapless for the next transition... with some formats.)
This may help the Zune folks.