When I don't import every picture on the card but check certain photos (sdhc or cf), at times only the preview loads and not the whole raw file. I see either a DNG? or NEF? next to the preview.
I then delete the previews and try again which may allow a normal import for several photos but then the same problem may reappear before completing the import process.
This hasn't occurred when all the pics on the card are imported at once.
I thought it may have been a card or camera problem but it has occurred with different branded cards and across card formats as well.