Consider this:
class MyInterface
{
public:
    void foo() = 0; // Alt+G always jumps to this point :(
};
class CMyClass : public MyInterface
{
public:
    void foo()
    {
        // Not reachable with Alt+G on a MyInterface pointer!
    }
};
int main(int argc, _TCHAR* argv[])
{
    MyInterface *p = new CMyClass;
    p->foo(); // Alt+G should show a menu with possible selections!
    return 0;
}
A bug if you ask me.