[JKT]

Ha, a bit of further testing and I think I know why there is a discrepancy between Forrest's, my and your experience.

If you drag the second window to the edge of the screen and hold, to move the window into a new space, the first window stays in the original space. However, if you use the Spaces dock activated switcher to move the second window, it seems as though only it will move while you are in the switcher view but when you bring the full screen back, both windows have moved to the new space.

So the solution to your woes (for now) is to drag windows to the side of the screen (and hold) to move them between spaces, and not use the Spaces switcher.

Edit: note, when doing this, you have to drag the window in the direction of a screen edge that has a space 'alongside' it. In other words if you have a 2 by 2 grid as your Spaces set-up, you can't drag from grid 1 to 2 to 3 to 4 by holding the window over the right hand edge alone - it will only move to 2 then stop as there isn't a virtual space alongside 2 at its right hand edge - you have to then drag the window to the bottom screen edge to jump down to 4 and then to the left to reach 3, then to the top to get back to 1 (I hope this all makes some sense to people reading it!).

Bug in OmniWeb or in Spaces? Given the UI problems that Spaces has, I'd go for the latter...