Whn trying to deploy an Analysis Services cube from BIDS, you might get an error that states "The attribute key cannot be found" and "The record was skipped because the
attribute key was not found"
In a real "duh" moment I realized that this was simply due to fact the some key relationships between facts and dimensions were not met. So a customer key was null or simply not matching any known records in the customer table.
duh.
Microsoft has a decent kb on this: http://support.microsoft.com/kb/922673
Basically the fix is to set a default key like "unknown", "n/a", or whatever your flavor of unknown is.