I made a conveyer belt and then I tried putting a cube on top of it. The belt carries the cube like you would expect, but about half way through, the cube falls through the belt.
That happens to me sometimes. I dont remember exactly what i did to fix it but i think the problem was caused because it had something to do with moving the origin and editing the mesh once a rigid body is added to the mesh. I think if you CtrlShiftAltC and select origin to center mass it might work.