Sometimes LaTeX can be a real pain… Today I wrote a document where I needed a caption inside a \item marker, e.g.:
\begin{itemize}
\item [ Something \footnote{More} ] Lorem ipsum
\end{itemize}
But that didn’t work. The footnote number was displayed, but there was no footnote at the bottom of the page. A workaround is to include the package “footnote”, and create a “save not environment” for itemize, by including the following in the document header:
\usepackage{footnote}
\makesavenoteenv{minpage} % If you want to include minipages.
\makesavenoteenv{itemize}