In WinXP LAF, a small bottom portion of the knob is left behind while dragging the JSlider. After the dragging is stopped and mouse is released, it comes back and joins to form the full knob. This happens in case of vertical slider as well.

Attached here with is the screen-shot taken from WinXP. The first red circle shows the small bottom portion of the JSlider - knob being left behind. The second picture shows the knob drawn completely on release of button.