Same here on ArchLinux X86_64 with Nautilus version 3.0.2-1 installed.

We also have encounter the same problem on Ubuntu, bug is at https://bugs.launchpad.net/nautilus/+bug/827049 ; a few comments from users:

"I think the problem can be reproduced as follows:

1. Open the home folder by clicking on the home icon in unity.

2. Try and drag'n'drop a folder to the sidebar.

If you tried to drag it anywhere but the bookmarks subsection of the sidebar, the folder zooms back whence it came and isn't added to the bookmarks. (It would certainly be more user-friendly if it were added to the bookmarks instead.)

If you tried to drag it to the bottom of the bookmarks section, ie under the last listed bookmark, it also zooms back whence it came is isn't added to the bookmarks. It *should* be added to the bookmarks. I think this is also the default case for a brand new user, who has no bookmarks by definition and therefore cannot add one.

If you drag it across to elsewhere in the bookmarks section, it is added. And at that point you can also drag another folder to the very bottom of the bookmarks section, ie it starts to work.

Closing the nautilus window and re-opening it causes the same issue as above.
"

The issue is still there in 3.2

*** Bug 683023 has been marked as a duplicate of this bug. ***

There have been various fixes in this area recently, and we now make the menu item insensitive if we're not going to bookmark the location, which should clear up some confusion for XDG dirs and locations already bookmarked.
I believe this is not an issue anymore, please reopen if you can still reproduce with 3.6 or git master.