Some reaction mechanisms simply are not fully understood. An example is the second step of an oxymercuration reaction. This step involves sodium borohydride, NaBH4, which reduces the alcohol.
We simply do not udnerstand how this works.
Another example is epoxidation of alkenes. We know of a mechanism, but we do not know if this is the way the reaction occurs with 100% confidence.
Simply put, a lot of the reactions out there, the majority of them organic, we have to propose mechanisms for using raw data and kinetics. Sometimes it's just about what works: what has to happen in order for the observable products of the reaction to exist, and how this happens in accordance with what we already know.