Gatekeeper not blocking apps?
As bogdansrc mentioned, Gatekeeper only applies to application bundles that have a com.apple.quarantine extended attribute. Some applications (like μTorrent) don't add them to the files they download, and some unarchiving programs (like unzip) don't add them to files after extracting archives.

You can list extended attributes with xattr -l.

Gatekeeper is also disabled if you have disabled LSQuarantine with for example defaults write com.apple.LaunchServices LSQuarantine -bool false.