According to the few consumer tests that test CFLs for that long, life span seems to have improved over the last decade for the best lamps, though not all CFLs work as long as promised.

* In a German test published January 2009, Osram & Philips CFLs lasted the full 15 500 hours - though with decreasing output - whereas 20% of IKEAs lamps went out before 3000 hrs and most reflector lamps died fairly soon. The tendency was for cheaper lamps to go out sooner. [1]

* Another German test from Dec 2008 gave "less than good results". The first lamps went out after 1500 hours. [2] (However, the exact details were not presented.)

* In a Swiss test from November 2007, Noser, IKEA and Megaman had fallouts before 3000 hrs, whereas the other 11 kept burning. [3]

* In a Swedish test from 2008, various lamp models and wattages from 3 common brands were tested for 6000 hours. 3 of the 4 tested IKEA lamps lasted the 6000 hrs, but one model an average of only 4398 hours. 11 of 14 Osram models (promising 6-15 000 hrs) passed the 6000 hour test, and the remaining 3 (sold as '6000 hrs') lasted 4984 - 5911 hours. 8 of 15 Philips lamps kept burning at 6000 hrs and the other 7 went out between 3189 and 5837 hours, of which one (marked '10 000 hrs') lasted only 4244 hrs and 4 of 8 sold as '8000 hrs' lasted only between 5178 and 5837 hours. [4]

And this is when tested in lab conditions with bulbs burning openly without shades, at optimal temperature, burning position etc. In home luminaires with insufficient air flow and real life situations, e.g. when turned on and off often, life rate may in many cases turn out to be significantly shorter.

One of the most common complaints from disgruntled customers is premature failure after only a few hours, days, weeks or years, way short of the life rate stated on the package; sometimes due to poor lamp quality, sometimes from using good lamps in the wrong luminaires.

Example of long list of typical complaints can be found in the comments section of this (substandard) CFL test by Popular Mechanics and here: Compact Flourescent Light Bulbs - Lifespan A recent article also brings attention to this problem:
New York Times: "Do New Bulbs Save Energy if They Don’t Work?"

When CFLs fail prematurely, calculated long-term savings of course go down the drain.