Ever since I JB my iPhone 3GS and the AppStores lets me know that I have an update available to my games etc, I do the update but it still show that this update is pending. It does this for several times after I update.
This seems to be a bug. It is not only on jailbroken phones either, as my wife has the same issues on her "stock" iphone.
It is hit and miss too. Not all apps do this. For instance, I will have 4 apps showing as there are available updates. I download all of them and sync the phone and then there will still show 2 or whatever still having updates. After a day or two this will disappear and there will no longer be an update.
Strange stuff, but I think it is an App Store bug...I think. It happens on my jailbroken 3GS and my wife's stock 3G, so I dont think it has anything to do with JB.