For example, with Hotmail, I have folders setup through their online site, but I can not currently see mail from these folders on my BB. And, when I file emails into these folders, they disappear from my BB. I tried using the BB key and selecting "view folders", but it does not show me my mail sub folders.
To the question "is this on yahoo's end or blackberry's?" It is definitely on the Blackberry's end. That was the one and only thing I liked about the Palm devices was that they allowed you to organize your email to subfolders (granted your emails didn't stay on the phone for longer than a few days, but still...)
Blackberry needs to step up to that feature, it would make my device perfect!!!