Files (in my case sourced from CAD) look ok in 3d Studio Max and Unity, but in Blender, all transforms and origins are wrong (it looks exploded, basically).
I've found two people with the same problems here in the past, but no definitive answer:
Edit: Found another similar question, which I'm guessing this is part of the same issue...
Also, Blender is probably aware, since there's an import option labeled !EXPERIMENTAL! apply transforms, but it doesn't work on any file I tested.
And for the record, Unity imports all these FBX files just fine, and Autodesk's own FBX Converter tool also views these files just fine.