My desk setup is a 20" cinema display sitting to the left of my MacBook. I use both monitors (no mirroring; that seems to be a waste of good screen real estate to me), and position them perfectly within the Monitors control panel so the movement is seamless from one to the other.

The dock must reside on the primary monitor, the one displaying your menu bar. Or so I thought. One day, my dock not so magically appears on the MacBook. Hmmm. After much cursing and searching, I can't find out why.

I eventually go to look at the positioning, after noticing that something is amiss in the relationship between the two screens. Somehow, the screens are positioned above/below one another. This causes the dock to "fall" to the lowest positioned screen!

Move the monitor representations side by side and again, voila, problem solved.

Who knew!?