Andrey,
Steve Soule from Vexcel has pointed me to an ASTER HDF file which seems to have incorrect georeferencing. He raised the concern because the georeferencing didn't match a GeoTIFF file derived from the file by other software.
I confirmed this, and noticed that the lat/long corners of the image as reported in the metadata don't seem to match the lat/long corners reported after reprojection (in the gdalinfo report).
I will attach the gdalinfo report to this bug report. The file itself is pretty large so I am putting it putting it at the following url for download, assuming you need to do that.
http://pobox.com/~warmerdam/ASTER_DEM20020123085409.hdf