I have a solution where the file name and line number of the error isn't displaying in the Error List, unless I have the file open.
I have another solution where just three errors show up when I build the solution, and they do display the line number and file. If I open the file with the error, another 3 errors pop up, but when I close the file, all the errors disappear until I rebuild again.
The only issue I've seen from googling is that the path is too long or too weird, but I don't think this is an issue. Path is C:\TFS\Apps\Rel_2013.7.1\S3\CrmSvcUtil Extensions for the solution that is partially working and C:\TFS\Apps\Rel_2013.7.1\S3 for the one that doesn't work at all.
Edit 1
Just to make it clear what I'm seeing: I have multiple projects in my solution but one of them doesn't show the file or line number of the error unless the file is open.
In this screen shot I've added two dumb errors, each in a different project, and have built the solution. The Test Project displays the file and line number as expected. The Common project isn't displaying the file or line number error even though it should and does when I actually open the file with the error in it. The Warning isn't displaying the file because it is a project level warning, not a file level warning, this makes sense.

When I open the file with the error the file name and the line number do show up, but on a different error:

If I change the int to a string, only the line numbered error is removed. I actually have to build in order for the error to be removed.