Problems moving WP to new directory

I just moved a WP site from http://www.example.com/staging to http://www.example.com

Most of what happened made perfect sense. However, I had a bunch of weird problems.
The theme is a child theme of TwentyTen and so used the header image stuff from that. After moving the install it lost track of the image I had uploaded and defaulted back to the default TwentyTen image.

The site also “forgot” what I had put into my menu locations.

Any idea why those things would break when I moved directories?

Here’s what I did:

1. Change the settings in the backend so the blog address is http://www.example.com
2. Move the files from public_html/staging to just public_html
3. Backup the DB, find and replace all instances of http://www.example.com/staging with http://www.example.com
Find and replace all instances of ~path_to_public_html/staging with ~path/to/public_html

Everything is sort of working except the header image and the menus.

Any guidance would be appreciated. Maybe this sort thing needs an article in the codex?

Thanks
Colin