I was wondering about this too.  I noticed my peasants have movement 2 but my guy has movement 4.  So far, they always move at rate 4.  So it must be a bug with your version?  I wonder did you play beta and have beta files there?

I wasn't in the beta.  I downloaded just this morning.  I'm pretty certain I let my sovereign's army (just him and the summoned bear) walk from one city to another over several turns, only to be shocked at how slow they were getting there.

If I recall, my sovereign would read as having 4 movement points at the beginning of the turn, but as soon as I moved one space, it jumped down to 2 points, then down to 0 after the next space.  For awhile I thought, "maybe there's some terrain modifiers or somesuch", and waited until I was on flat land.  I finally just said "screw it" and I broke my sovereign free.  My sovereign is an adventurer and has the boots you can buy early from the shop that add another +1 (not sure if that helps).

I will try it again and carefully watch what happens.  I'm assuming I'm not doing anything wrong in moving my army.  When I have my sovereign on the same square as my bear, I click the little gray shield just to the left of the sovereign's small icon, the attack rating changes to include the bear, then I right click somewhere and they move together (very slowly).

Unfortunately, I don't think I'll be able to play anymore tonight, but I'll try it tomorrow and gather more data.

Thanks for the replies.  You are guys are awesome, and I'm incredibly stoked about this game you've built.

It happens when you merge.

Eg, unit with one movement moves into the stack with Organized. The stack will be unable to move (but the rest of the stack can if you deselect the "exhausted" unit)

As far as merge units causing the problem, this happens at the very beginning of turns.  My army will be together for awhile and this will happen turn after turn.

Are there really movement penalties?  Can someone confirm this?  Exactly what terrain has penalties?  This is the only thing that could explain what is happening other than a bug, but I thought I've seen other units cruise through the exact same squares without penalty before.  I'll look for that as well.