I've noticed an issue when using the grappling gun to climb cliffs in the wilderness areas of the Underdark where if you attempt to click the climb down transition from the 'wrong side', you'll make your roll, succeed, but remain stuck in place. Clicking the transition again does nothing, and if you attempt to move and click the transition from the other side, my character refused to move and kept slingshotting back into his original position next to the transition. I've seen this happen to other PC's, too. The only solution to this seems to be re-logging and trying again, or climbing down via climbing claw or player tool.
Haven't noticed this issue with horizontal climbing sections.
The best I can discern is the bug occurs when you're on the edge of a cliff that has somewhat of a curve to it rather than a flat side. Some of the terrain areas have a "Dip" so to speak and if you get stuck in that dip there's something that occurs with the movement and the transition.
These dips don't effect climbing up, only climbing down, since it seems like some kind of problem with NWNpathfinding trying to put your PC both in the dip as a means to hit the top transition as well as transition below.
This has happened to me as well. I had to have a DM get me out of it at the time. (thanks LialH4!)
Relogging or using the climbing claw seems to fix it... but we should fix this properly eventually, although I personally don't know how.