A common question I see asked in the SEO/SEM forums is why don't the analytics in Google Webmaster Tools, where it says click throughs and the metrics in terms of traffic to your site in Google Analytics match up with each other?
It is so common that Google's Matt Cutts offered a few reasons in a recent video:
In short:
(1) Google Webmaster Tools and Google Analytics are independent tools and all independent tools are not always exact.
(2) Google Webmaster Tools tracks actual clicks on your listings, whereas Google Analytics only tracks you if the page loads and the JavaScript code is activated. So if people don't let the code to load, either closes quickly or turns off JavaScript, then it won't count.
There are some other reasons...
Forum discussion at DigitalPoint Forums.