Are there any web components that don't work with the search engines and why?
Yes, Flash.
You've probably seen web sites that open with music, moving images, moving text etc. and they look very visually exciting, and certainly attract attention once you get to them. These are created with Macromedia Flash. However,some web developers don't understand that search engines don't read Flash movies.
Search engines use "crawlers" or "robots" to record your web site in their databases. These crawlers read the text on your web site. Flash is used to produce spectacular graphics, which they do very well. However, these graphics require significant load time and load time is a key component for search engines.
Some search engines will "ignore" web sites that use Flash. So it's more than likely that these web sites won't do well in these search engines.