Is there a limit on how many Dragon Souls you can store? A couple of times after a battle, the dragon does not give me a soul and doesn't even disintegrate. Most times this happens I'll have at least 1-4 souls in my inventory.
If a respawned Dragon is killed again (as in, those that rest atop Word Walls outside of dungeons), it will not yield any Dragon Souls.
(source: elderscrolls wikia)
It's possible you killed one of these respawning Dragon. Do you remember if this happened at a World Wall?
There's also a link of known bugs on that page.
A couple of times after a battle, the dragon does not give me a soul and doesn't even disintegrate.
This issue should have been fixed as of Patch 1.2:
Fixed rare issue with dragons not properly giving souls after death
Souls of killed dragons should always be absorbed by the player character (spoiler: except when you currently have a particular set of Dragonborn DLC quests active). There a bug, though, regarding respawned dragons not giving up souls after death. This has been fixed by the Unofficial Skyrim Patch:
Fixed some encounter dragons not burning up nor giving the player a soul when slain (respawned dragons were not being properly reset)