When might Application_EndRequest not be called?

Question

We have an ASMX web service hosted in IIS 6, and are seeing some strange behaviour with one of our WebMethods. After an iisreset, the first call to a particular method fails to return to the client, which times out after 60 seconds.

I've introduced logging into Application_BeginRequest and Application_EndRequest in the Global.asax.cs file. The logging shows that for that one call, EndRequest is not called. A try-finally block in the method itself shows that it is running to completion.

There are other requests to different methods before, during and after this one that show no problems. TcpTrace shows that no reply is ever returned for that first request to the method.

The logs also show that the thread that serviced the request starts serving other requests after the finally block has completed.

I'm wondering what might cause such behaviour, and how I might debug this further.