Duplicate returned by Guid.NewGuid()?

It's a bug in your code. If you've managed to generate multiple guid's it is the most likely explanation. The clue is here in your question: "when we ran a test after some minor code changes to the simulator all of the objects generated by it had the same Guid"

Thousands of developers use Guids in .NET. If Guid.NewGuid() had any tendency at all to get "stuck" on one value, the problem would have been encountered long ago.

The minor code changes are the sure culprit here. The fact that Thread.Sleep (which is less a red herring than a fish rotting in the sun) "fixes" your problem suggests that your properties are being set in some weird way that can't take effect until the loop stops blocking (either by ending or by Thread.Sleep). I'd even be willing to bet that the "minor change" was to reset all the properties from a separate thread.

If you posted some sample code, that would help.

Does Submit do an async call, or does the ticket object go into another thread at any stage.

In the code example you are reusing the same object. What if Submit sends the ticket in a background thread after a short delay (and does not take a copy). When you change the CacheId you are actually updating all the pending submits. This also explains why a Thread.Sleep fixes the problem. Try this:

for( int i = 0; i < _numOrders; i++ )
{
    OrderTicket ticket = new OrderTicket(... );
    ticket.CacheId = Guid.NewGuid();
    Submit( ticket );  // note that this simply makes a remoting call
}

If for some reason this is not possible, try this and see if they are still the same:

ticket.CacheId = new Guid("00000000-0000-0000-0000-" + 
     string.Format("{0:000000000000}", i));