I've read in the forums that some people have had a problem with an order not being logged at their site because the customer did not click the appropriate button to return to the site after they entered their credit card at their payment processor's site (e.g. 2Checkout).
I use 2Checkout for my payment processor and have had this problem several times. I've had to go back to several customers to ask them what they ordered. This is not a good situation.
This contribution logs the order, products ordered and order total in three holding tables triggered at the checkout_confirmation.php page before the customer is passed to the payment processor. The process is seamless and doesn't interfere with the regular checkout process.
Access to the order information in the holding tables is through phpMyAdmin (or your db tool of choice) at this time.
Install is very easy. Create 3 new tables (table defs provided), add Defines to app_top, and short code insert into checkout_confirmation.php.