strange Javascript behaviour

I'm finding that the loading of javascript .js files can sometimes be hit or miss. I have had a few .js files that have not functioned properly when using the jscript_{filename}.js naming convention, but when the exact same script is hard coded into the html_header.php, it works just fine? In both instances the script loads into the document, but the .js files can be hit or miss as far as functionality. I'm sure there could be user error involved, but it seems strange when the .js file is copied and pasted to the html_header.php file it works perfect.

Any ideas why this would be happening or has anybody experienced this?

Will hard coding the scripts cause any issues, other than upgrade hassles? I would much rather sort this out and be using the .js files.

If the files are placed in the prescribed folders and named appropriately, I don't see why they would be "hit or miss" about getting output to the browser properly.