You haven’t done anything incorrect. Beginning in 1950, the lowest level geography identifiable in public use data is the PUMA (public use microdata area). PUMAs are sometimes identical to counties, but often not. Therefore, some counties in some samples, from 1950 onward, are able to be identified. More details about this are described on the COUNTYFIPS variable description. This recent blog post explains this issue and offers some ideas for alternatives.