Which modules templates aren't being updated? When aren't they being updated? Eh?
If you update from CVS or extract a new release or nightly snapshot into an existing installation it is possible that a file like modules/{modulename}/templates/{template}.tpl will get overwritten with a new file, erasing any changes you have made. A new release will never contain a templates/local/{template}.tpl file so any changes you make there will not be overwritten when you upgrade the code.