The CIA freely admits that it followed American 77 hijackers Khalid Al Mihdhar and Nawaf Al Hazmi, as well as Nawaf's brother Salem, halfway around Asia in January 2000. However, it claims to have lost them in Thailand on 8 January 2000, one week before they entered the US. Allegedly, Thai intelligence didn't notify the CIA that Al Hazmi had entered the US until 5 March 2000, when a cable was drafted to this effect and sent to Langley.

In testimony before the joint House and Senate select intelligence committee investigating the Sept. 11 attacks CIA Director George Tenet claimed that:
“I know that nobody read that cable”; and
“Nobody read that cable in the March timeframe.”
http://www.nytimes.com/2002/10/17/politics/18ITEXT.html?pagewanted=33&ei=5070&en=496402ebc3564f0d&ex=1159070400

However, the CIA's Office of Inspector General later drafted a report on the CIA's performance before 9/11 and some passages of it were redacted and used in evidence at the trial of Zacarias Moussaoui. Here's the relevant one:
“... in early 2000, numerous CIA officers in different divisions accessed one or more operational documents that reported Khalid al-Mihdhar's passport contained a multiple entry visa for the United States and that Nawaf al-Hazmi had departed Thailand on a flight bound for Los Angeles. Most of the officers who accessed the documents were in the Counterterrorism Division at that time.”
http://www.vaed.uscourts.gov/notablecases/moussaoui/exhibits/defense/538B.pdf

This clearly shows that Tenet was lying when he said nobody had read it. The thing is that Tenet was under oath. Here's the relevant passage:
“SEN GRAHAM: Each of our committees has adopted a supplemental rule for this joint inquiry, that all witnesses will be sworn. I ask Directors Tenet and Mueller, and General Hayden to please rise at this time, along with the NIMA and DIA representatives, Ms. Hayley (sp) and Mr. Ducey (sp).
Please raise your right hand. Do you solemnly swear that the testimony that you will give before these committees will be the truth, the whole truth, and nothing but the truth, so help you God?”
“ALL: I do.”
http://www.nytimes.com/2002/10/17/politics/18ITEXT.html?pagewanted=10&ei=5070&en=496402ebc3564f0d&ex=1159070400

My knowledge of US law is not that good – would lying under oath to Congress be bad?

Postscript 1: The 9/11 Commission also made an error here. It claims that, “No one outside the Counterterrorist Center was told any of this.” (about Al Hazmi's travel to LA, p. 181). However, according to the CIA OIG, only “most” of the officers who accessed the reporting were in the CTC, which means that some of them weren't. Why am I not surprised the Commission got it wrong?

Postscript 2: Also, I'd like to point out that:
(a) According to minutes taken on 9/11 and declassified this year, the 3 hijackers were actually followed, even after the CIA says they stopped following them:
http://www.outragedmoderates.org/images/cambone_notes_9-11-01_9.53PM.pdf

(b) Hijacker Khalid Al Mihdhar claimed he was followed to the US:
http://journals.democraticunderground.com/KJF/30

(c) The NSA was intercepting the hijackers' calls:
http://journals.democraticunderground.com/KJF/13