IIS 7 and ColdFusion 10 Auth_User / Remote_User blank
Thanks to KEVLAR in the Adobe Forums for figuring this out. Upgraded to CF 10 and suddenly cgi.Auth_User was blank.
If Windows Authentication is set on the folder level it MUST be enabled at the server level before it will populate the CGI variables throughout the application. So the server level has both anonymous and windows authentication enabled and the folder that is restricted has anonymous disabled and windows authentication enabled.