@Dave Matney,
Mine does, but I have to shake it pretty violently... does the Rycote rig make it worse? As a general rule, mine ALWAYS looks like an ad for Gorilla tape. It may not be elegant, but it is cheap and effective. Rick Viers seems to use a lot, judging from his videos. :) I DO make sure I take it off after every use, to keep the gunkys away.
Overall I love my H4n, but let's face it, it's not built to take the abuse we folks will probably heap on it (and WHAT'S WITH THE @#$%$ SD SLOT COVER!!!??) . You pays you're money and you takes your choice. Until I can get my own SD744, this will do :)