For the past few days (I think since the move to the New York data center) I have not been receiving notifications of new messages. If someone @'s me or comments on one of my posts, I get a badge on my user's page responses tab but no icon on the stack exchange drop down menu on the main site.
I have the same problem on all SE sites I am active in.
UPDATE: Did someone change something? I got my first notification today (21 Feb 2013) at 15:12 UTC.