It is still reproducible in Ubuntu 12.04.
The "halt -i" command, which should shutdown all the network interfaces doesn't 
seem to work properly.
To workarround, I've added this script to /etc/rc0.d & /etc/rc6.d:

$ cat K99wol_poweroff
#! /bin/bash
# The network interface must be shutdown manually for Wake-on-Lan to work
ifconfig eth0 down

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https://bugs.launchpad.net/bugs/576110

Title:
  WOL not working: eth0 not properly taken down when network-manager is
  stopped

Status in “network-manager” package in Ubuntu:
  Confirmed

Bug description:
  Binary package hint: network-manager

  1) The release of Ubuntu you are using:
  Problem occurs in two different laptops; one running Ubuntu 9.10  and the 
other Ubuntu 10.04.

  2) The version of the package you are using:
  Ubuntu   9.10: network-manager 0.8~a~git.20091013t193206.679d548-0ubuntu1,
  Ubuntu 10.04: network-manager 0.8-0ubuntu3.

  3) What you expected to happen:
  When network-manager is stopped (e.g. when I shutdown Ubuntu) I expect both 
my eth0 (LAN) and eth1 (WLAN) interface to be properly brought down during the 
process. To be more precise, I expect syslog reporting something like:
      May  5 02:14:31 pentium NetworkManager: <WARN>  nm_signal_handler(): 
Caught signal 15, shutting down normally.
      May  5 02:14:31 pentium NetworkManager: <info>  (eth0): cleaning up...
      May  5 02:14:31 pentium NetworkManager: <info>  (eth0): taking down 
device.
      May  5 02:14:32 pentium kernel: [  711.888429] tg3 0000:01:00.0: PME# 
enabled
      May  5 02:14:32 pentium NetworkManager: <info>  (eth1): taking down 
device.
      May  5 02:14:32 pentium NetworkManager: <info>  exiting (success)

  4) What happened instead.
  The above syslog is only reported when I had deactivated eth0 manually before 
stopping network-manager (by means of bringing network-manager to sleep, 
disconnecting the active eth0 connection or by physically removing the ethernet 
cable). If I leave the eth0 connection activate during stopping 
network-manager, it is not brought down properly:
      May  5 02:17:15 pentium NetworkManager: <WARN>  nm_signal_handler(): 
Caught signal 15, shutting down normally.
      May  5 02:17:15 pentium NetworkManager: <info>  (eth1): taking down 
device.
      May  5 02:17:15 pentium NetworkManager: <info>  exiting (success)

  5) Why should this be fixed?
  Not bringing the eth0 interface down properly, effectively leaves it in an 
undefined state. This disallows me to use the WOL(wake-on-lan) functionality of 
the ethernet chipset. Currently I have to disable the network-manager 
completely as work-around, because I typically have no physical access to the 
machine (it is part of an unreachable measurement setup).

  WOL essentially is a simple and reliable system that can be very
  useful. Enabling it in BIOS and in the OS (e.g. 'ethtool -s eth0 wol
  g') should do the trick. As little things like this one really
  complicate matters, I think solving it makes many lifes a lot easier.
  : )

  Thanks in advance anyway!

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