Late-arriving dimension members

In datawarehousing, a common scenario you may have encountered is the phenomenon of late-arriving dimension members. Imagine a situation where you get dimension members and fact data from two entirely different data sources, which may or may not provide data at the same time. Some fact data will probably be ready to load before its corresponding dimension member(s) arrive. How do you tag your fact data, and what consequence does that have for the integrity of your data warehouse?