The standard LaTeX \footnote command doesn't work in tables; the table
traps the footnotes and they can't escape to the bottom of the page.
If your table is floating, your best bet is (unfortunately) to put the
table in a minipage environment and to put the notes
underneath the table, or to use Donald Arseneau's package
threeparttable (which implements "table notes" proper).
The ctable package extends the model of
threeparttable, and also uses the ideas of the
booktabs package. The \ctable command does the complete
job of setting the table, placing the caption, and defining the
notes. The "table" may consist of diagrams, and a parameter in
\ctable's optional argument makes the float that is created a
"figure" rather than a "table".
Otherwise, if your table is not floating (it's just a
'tabular' in the middle of some text), there are several
things you can do to fix the problem.
\footnotemark to position the little marker
appropriately, and then put in \footnotetext commands to fill in
the text once you've closed the tabular environment.
This is described in Lamport's book, but it gets messy if there's
more than one footnote.
minipage anyway. This provides all the
ugliness of footnotes in a minipage with no extra effort.
tabular environment, but they do allow
footnotes.
tabular environment inside a savenotes
environment. Alternatively, say
\makesavenoteenv{tabular} in the preamble of your
document, and tables will all handle footnotes correctly.
The documentation of threeparttable appears in the package file itself; that of ctable is distributed as a PDF file (for convenience's sake).
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=footintab