As seen on a previous entry where the unhelpful advice was to discuss it on a mailing list:
colgroup cannot be used in a WP blog entry. The parser places spurious
br tags at the end of each instance, thereby causing validation errors.
That remains true even if all whitespace is deleted from a range beginning immediately before and ending immediately after the
colgroup. I don't think any enclosed
col elements cause problems.
Was true in 1.x and is true in 2.01 alpha.