Some users may have cached Exchange mode enabled.  In this configuration, Outlook works from a local copy of the user’s mailbox which is refreshed periodically.  This would explain why they can see appointments in their calendars from OWA but not from Outlook.  For more information about the cached Exchange mode, refer to Microsoft’s article: 

 

Setting Up Outlook 2003 Cached Exchange Mode Accounts

http://office.microsoft.com/en-us/ork2003/HA011402591033.aspx

If you are interested I giving users access to shared calendars from within OWA, like they do in Outlook, there is a company called Messageware that offers shared calendaring in OWA.