Encountered another problem with pg_upgrade on Windows XP Pro:
I was trying to migrate from 8.4 to 9.0beta2 without linking, and apparently there was not enough space on the hard drive. However, pg_upgrade didn't report any problems, and it looked for all the world as if everything went well. I only found out that not all files were copied to the new cluster when vacuumdb reported missing files and when I actually compared the sizes of the two clusters on the disk.