I have a number of spheres falling down on the plane.
Let’s say I have 10 spheres.
They are all exactly the same, with Rigidbodies and sphere colliders.

8 out of 10 fall down and stay on the plane.
Remaining 2 spheres fall through.

I don’t know why.
It just happens randomly. Some stay, some fly through.

Does anybody know what it could possibly be?
Thanks.

You might consider using some primitive with enough thickness to better detect fast moving objects. A flattened out cube should do the trick. If you’re not already on Unity 5.x then you might consider upgrading since it’s based on PhysX 3.3 which uses a faster detection algorithm.