Down the rabbit hole….. I found a fix.
From this post Custom Post Type Archives by Date and Taxonomy
Which let me to this trac ticket http://core.trac.wordpress.org/ticket/14589
and the following
function post_type_tags_fix($request) {
if ( isset($request['tag']) && !isset($request['post_type']) )
$request['post_type'] = 'any';
return $request;
}
add_filter('request', 'post_type_tags_fix');
Maybe this didn’t make it into 3.1?