Looking through a client’s Google Analytics ‘matched search queries’, I noticed that there was a lot of (not set) keywords. I spoke to Google’s Adwords Support – (United Kingdom – 0800 169 0409 – 9 a.m. to 6 p.m GMT Monday to Friday).
They said that there was some problem at their end and their engineers are looking into it. They were not able to give a timeframe for the fix, but suggested that it might take a week or two. They also assured me that the historical data will be available once the system is fixed.