Hi Sergio, while building the old Freight Truck (1525-1), I found that piece 3324c01(Hinge Plate 2 x 9) does not autosnap pieces between the 5th, 6th, and 7th studs (starting from the left).
You can see the problem here at step 3.
Also, the piece 4168 (Train Signal Mast) doesn't auto snap.
In the image below is the step 6.
The set 236-1: Garage with Automatic Door also has a piece that doesn't auto snap. It's the 821 (Garage Door Frame - Old), doesn't autosnap with the 820 (Garage Plate - Old).
The set 306-2 VW Garage has a brick 1x8 with the logo of VW and the word Garage on it (925P06 on LDRAW), it doesn't autosnap with the two plates 6 x 8 below.