I was just working on this problem. I had a swf in my header.php file. It would play perfectly on the homepage, but disappear on the sub pages. If anybody else comes across this issue, here is how to fix it.
Create a custom widget area for the place you want the flash to show up (paste the code following the instructions in Atahualpa > Add New WIDGET AREAS). Next, install the JJ-SWFObject plugin (
http://wordpress.org/extend/plugins/jj-swfobject/). Put that widget in your new widget area, enter the parameters and voila! You're done.