Following paleontology can be a bit like getting presents on birthdays or Christmas or what-have-you. Sometimes you get completely knocked out by something, having had no idea it was on the way. Sometimes you know what's coming, and it's just a matter of waiting for the big day. Sometimes it gets held up in the mail, or the store's out and it's on back order, so you still know it's coming, but you don't know when. Finally, in a few cases it seems like the darn thing got lost somewhere. As of the time I am writing, March 22/23, the latest greatest dinosaur discovery in the news is the "chicken from hell", Anzu wyliei, a 3-m long distant relative of Oviraptor from, fittingly, the Hell Creek Formation of Montana ("Anzu" being a reference to a Sumerian demon). My first reaction was "Finally!" You see, Anzu had been floating around for years under various nicknames like the "Hell Creek Chirostenotes" or "Chirostenotes sp.". It was quite familiar to the dinosaur paleontology community; it was just a question of when it would be described.
At any time, there are a handful of finds that are known to paleontologists but are not yet described. Most of them are somewhere along a pipeline that takes a few years to traverse. It takes time for something as large and complex as your typical partial dinosaur skeleton to be properly studied. It has to be excavated, the bones have to be prepared, photographs and illustrations have to be made, there may be a need to visit various museums and universities to study relevant material, a description has to be written and submitted to a journal or other venue, the paper goes through review... you can see how this can occupy several years, depending on available funding and time. In some cases, though, a particular fossil transcends the process and becomes known to the world at large for years or decades without this process being completed. (Understand that naming is not the be-all, end-all, of course; it is merely a step. I just find the human aspects of the science to be a fascinating side story.)
How does this happen? Two things need to occur. First, the fact that something interesting exists has to escape. Second, there then has to be a delay in publication. The first part can happen numerous ways. Sometimes it's because of media attention. Supersaurus and the erstwhile Ultrasauros (it was supposed to be Ultrasaurus, but the name got left out too long and someone else used it) were long used in newspapers and nontechnical dinosaur books before they got their official descriptions. In more recent years, photographs of a titanosaur skull from Argentina appeared in the December 1997 issue of National Geographic, and we're still waiting for it to be described (there's an informal name floating around, but I'll let it be). Sometimes material of interest shows up in a publication without a description; these are often known under a specimen number or a short descriptive phrase. The sauropod Trigonosaurus was known as the "Peirópolis titanosaur" for years. Other notable examples of this phenomenon include the charmingly named "Shake-n-Bake theropod", for a Coelophysis-like theropod from the Early Jurassic of Arizona, and the "Proctor Lake hypsilophodont".
Sometimes a name shows up in museum signage or in a guidebook to an exhibition. The current record-holder for this may be "Nurosaurus", a sauropod so busy being on tour since the 1990s that it's never sat down to be officially described. Graduate student theses and dissertations sometimes produce them, because neither are accepted as formal descriptions, but the contents often become known to the outside world. Perhaps the most notorious example is Alan Charig's dissertation from 1956, which described several archosaurs from the Triassic of Tanzania. It's notorious because the names got out through various venues, and then the dissertation itself became nearly impossible to obtain. Some of the forms have been published in the past few years (Hypselorhachis, Nyasasaurus), but others remain in the wild, nearly sixty years later. Conferences are fantastic breeding grounds: perhaps someone gives a talk or shows a poster about a new find, or lets it out while socializing. Tables and faunal lists can breed them, too, perhaps because it's easy to overlook these sections during revisions. Fabled 1980s publications by Zhao introduced a horde of shadowy dinosaurs that haunted the pages of dinosaur dictionaries, my particular favorite being the Scrabble champion "Ngexisaurus". Mickey Mortimer covered them in a series of posts to the Theropod Database Blog.
The second part often boils down in some way to time and money. It's taking forever to prepare a specimen... the author has fifty other commitments ahead of this... there won't be money to do some part of the research until two years from now... there isn't enough money in paleontology, period, so the author is leaving the field in self-defense, and no one is available to pick up the slack... Barnum Brown had good fossils of what we now know as Deinonychus, Microvenator, Sauropelta, and Tenontosaurus in the 1930s, but was unable to publish on them. Fossils of Sauropelta and Tenontosaurus were exhibited in the American Museum of Natural History as anonymous dinosaurs for decades until John Ostrom described the fauna in the late 1960s and early 1970s. The outside world can intervene in other ways as well. A researcher can become seriously ill, or even die, leaving projects unfinished. The most irritating is when personalities are at fault; say members of a research group have a falling-out, or a researcher is particularly "turfy" and is sitting on important specimens until he or she can get to them, and if it takes fifty years, then it darn well takes fifty years and everyone else can pound sand. Finally, researchers sometimes initially intend to create a new name for a specimen, but later change their minds; perhaps the material is too scrappy to justify a name, but at the same time it is of interest for anatomic, geographic, or stratigraphic reasons, so it continues to pop up in other publications.
What are the effects? Usually, nothing much, just a loose end. Technically speaking, authors run the risk of having their critter "poached" if enough information is out there for an unscrupulous sort to write a passable description. While not intended to be theft, confusion over the name Ultrasaurus led to it being employed for a much smaller sauropod from South Korea, necessitating Ultrasauros (it's spelled and pronounced differently) for the North American form. It can also interfere with getting the material actually published, for example if the intention is to publish in certain journals that insist on exclusivity. In the wider scheme of things, the most visible effect is that everyone knows that this fossil exists, but because there is no description it is more or less useless. This become a problem when the material is important for other peoples' work. It can also breed misunderstandings, particularly in the Internet Age. For example, the giant theropod Mapusaurus was known to the community for several years before it was described. During this time, enthusiasts transmuted it into "Mupasaurus", which as I recall further transmuted into a giant spinosaur at one point. Occasionally, things get far out of hand. The dubious duckbill Procheneosaurus was "named" in a caption to a photograph, which one paleontologist thought was enough to qualify as legitimate (things were simpler then; and no, it wasn't one of his dinosaurs), and the International Commission on Zoological Nomenclature agreed, suppressing the later name Tetragonosaurus. "Big deal," you say. "I've never heard of either of them." Well, Procheneosaurus is probably based on a juvenile Lambeosaurus (one of the more prominent duckbills), and predates that name. Lambeosaurus is far, far more widely used, but the ICZN has already acted once to preserve Procheneosaurus... (Lambeosaurus itself is almost a master class on what not to do when naming things. It makes one wish for a provision to eliminate some of these pointless names.)
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