Too often people write tests that don't clean up after themselves when they mess with state. Often this doesn't matter since objects tend to be torn down and recreated for most tests, but there are some unfortunate cases where there's global state on objects that persist for the entire test run, and when you run tests, that depend on and modify that global state, in a certain order, they fail.
These tests and possibly implementations obviously need to be fixed, but it's a pain to try to figure out what's causing the failure when the tests that affect each other may not be the only things in the full test suite. It's especially difficult when it's not initially clear that the failures are order dependent, and may fail intermittently or on one machine but not another. For example:
rspec test1_spec.rb test2_spec.rb # failures in test2
rspec test2_spec.rb test1_spec.rb # no failures
Found my own question 4 years later, and now rspec has a
--order flag that lets you set random order, and if you get order dependent failures reproduce the order with
--seed 123 where the seed is printed out on every spec run.