Most of know about times when some companies were pushing kind of spyware onto people's computers that would intercept and overwrite a cookie of numerous affiliate programs. If this is new to you - A prospect would click onto your link, and make a purchase, but you would not get credited for it.
I wonder about your knowledge or doubt about how much of something like this is happening today.
This used to be a problem in Amazon's Associate program. They took action against it a few years ago. As far as I can tell, it's not an issue now (with Amazon, anyway); I am able to spot-check the system when people tell me about orders they made. Invariably, I find that the order has been correctly credited to me.