Membership not generated by membership contribution 4.6.18
Are you using a price set? If so, look at the price sets and make sure that each for membership has a Membership Type chosen in the first field drop-down menu. The notation there states:
"If a membership type is selected, a membership will be created or renewed when users select this option. Leave this blank if you are using this for non-membership options (e.g. magazine subscription)."

I found that some of mine were empty thus no membership records were created; only the contributions were. This is a bit arcane and not obvious if not researched.

Here are some pics:

https://imagebin.ca/36uQhc0anGfS/civicrm-PriceSets.jpg

https://imagebin.ca/36uR45kYYMny/civicrm-PriceSets-PriceFields.jpg

https://imagebin.ca/36uRKx3WsIvy/civicrm-PriceSets-PriceOption.jpg

Also, I am finding that if you enter the membership using New Contribution it will not record it in the Membership Manager. You have to enter it as New Membership and then the Membership Dues will be recorded as a contribution. This is a little clunky but the workflow is understandable.