It sounds strange and took a while to debug, but it when the date range includes 2/29, the data starts on 2/29 regardless of the end_date.
I confirmed this is an issue on Google's end by using the query explorer: http://code.google.com/apis/analytics/docs/gdata/gdataExplorer.html
Not sure what can be done about this aside from making sure you review your date ranges or code around it in the short term, but I thought I'd give everyone a heads-up if they see unusual data recently.