Problem: You have the playlist you want on your iPhone checked in the iPhone menu in iTunes, but you sync your iPhone & the playlist doesn't seem to have been loaded.
Solution 1: R click the (smart) playlist > Edit Smart Playlist > uncheck "Live Updating" > sync iPhone
Solution 2: Add the following rule to the Smart Playlist (while keeping "Live Updating" checked)
(click to enlarge)
Tested On: Apple iPhone 3g + iTunes 9