This is a problem I've come across a few times and I keep forgetting why it happens. It occurs when there is an runtime error in the model (script errors fail more loudly). This is typically a NameError, such as a bad library name or method call. The new rails fixtures need to look at the model associations to work out their magic - the mapping between association names and association foreign keys. But if the model code is bad it silently fails and the fixtures code can't work out what to do.

You'll get something like this:

$ rake db:fixtures:load
rake aborted!
Mysql::Error: Unknown column 'holiday_type' in 'field list': INSERT INTO `holiday_periods` (`holiday_type`, ...) VALUES ('school_holidays', ...)

I'd assumed it was a problem with the fixtures or the migrations. But in this case the problem was in the HolidayType class. Which is certainly not clear from the error, but on reflection not really so surprising.