This is basically my problem, this must be some sort of bug unless I messed something up somewhere. What is supposed to happen (usually) is in green, what actually happens is in red and on top of that, you can see in the last one, the movement effects the original even when recording is off.
Looks like you have Gimbal lock. If you look close at the graph in the Animation window, you will probably be able to find the problem (if you post screenshots here we can help too). Adding an in-between might help as well.