Next I'd look in the folder for each GPO and make sure that the scripts in question are getting replicated from there correctly. One common caveat with shutdown scripts and permissions is that the script has to be something the system account can run (it doesn't run as the Administrator). So make sure the script itself has the proper permissions to do so.
Also, if you're trying to copy from or to a server across a share, you'll probably need to specify a full UNC path (serversharefile.fil) or it may fail silently. If you're fairly sure the script is running, add some kind of diagnostic to the start of the script (i.e., an echo command to a local file, or something like that) to see if it's running and maybe failing because of something you hadn't foreseen.
This was first published in February 2006