Downloaded a simple character from http://www.blendswap.com/blends/view/54875 to play with animations, moved it a little bit, but when opened the graph editor to tweak the animation I've got something scary. Axes are completely wrong and do not correspond to the world directions. Tried to recalculate the roll and everything else but it just stays all wrong. Actually I've already made a question about it but I think there was some misunderstanding because the answer that I've got (or rather understood it like this) was something like "the graph editor edits values in the local space so cope with it", but then I've found this http://www.cgmasters.net/free-tutorials/animator-tutorial-series-01-landing/ tutorial with samples and it works perfectly well, no matter how much I'm rotating the bones.
So what is the problem in the first model and how to fix it?